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1.
本文研究了参数受约束的增长曲线模型中多元回归系数线性估计的可容许性和泛容许性.利用线性估计类中的八种最优标准和圣函数,得到了在三个等价了类中线性估计可容许以及回归系数线性估计泛容许的充要条件.本文的结论推广了覃红等人的工作.  相似文献   

2.
吴杰  李馨 《数学研究》2012,(3):315-320
对回归系数在不等式约束和平衡损失下讨论了其线性估计的可容许性,给出了齐次和非齐次线性估计类中可容许估计的充要条件.  相似文献   

3.
增长曲线模型回归系数线性估计的泛容许性   总被引:7,自引:0,他引:7  
覃红 《应用概率统计》1994,10(3):265-271
本文讨论增长曲线模型回归系数的线性估计的容许性.我们给出了回归系数线性估计的泛容许性定义,并在某些线性估计类中得到了泛容许估计的充要条件.  相似文献   

4.
本文研究一般生长曲线模型中共同均值参数的估计问题,给出了共同均值参数线性估计的泛容许定义,并在较特殊的齐次与非齐次线性估计类中得到了泛容许的充要条件.  相似文献   

5.
研究了时滞广义时变系统的容许性与镇定性问题.首先,基于广义Lyapunov不等式、线性矩阵不等式和受限等价方法,建立时滞广义时变系统的Lyapunov不等式,将时滞广义时变系统的容许性问题转化为求解时滞广义时变系统的Lyapunov不等式问题,得到了系统容许的充分条件.然后,根据充分条件进一步研究了时滞广义时变系统的镇定问题,给出了状态反馈镇定器的设计方法.最后,通过数值算例验证了所得结论的有效性.  相似文献   

6.
不等式约束下线性模型中线性估计的可容许性   总被引:6,自引:0,他引:6  
吴鉴洪  陈学琴 《数学学报》2006,49(6):1403-141
研究了线性模型在不等式约束条件下齐次和非齐次线性估计的可容许性,刻画了两者之间的关系,得到了不等式约束条件下非齐次线性估计可容许性的充要条件.  相似文献   

7.
带有不完全椭球约束的线性模型中线性估计的可容许性   总被引:17,自引:0,他引:17  
鹿长余  李维新 《数学学报》1994,37(3):289-300
本文刻划了线性模型(Y,Xβ,σ2V,V≥0)在不完全椭球约束:(β-β0)’N(β- β P0)≤σ2,N ≥ 0下的线性估计的可容许性.本文的结果显示了一个有趣的现象,即一个线性估计在全体线性估计所组成的类中的可容许性与椭球的中心β0无关,而在全体齐次线性估计所组成的类中的可容许性与β0有关.  相似文献   

8.
In this paper we develop the theory of admissibility for linear discrete Volterra operators and obtain several necessary and sufficient conditions for admissibility in various sequence spaces. Using the results obtained, we study the existence of solutions (such as bounded, exponential or convergent solutions), of linear or nonlinear discrete Volterra summation equations.  相似文献   

9.
基于Zellner的平衡损失的思想,本文提出了矩阵形式的平衡损失函数,并在该损失函数下讨论了多元回归系数线性估计的可容许性.给出了六种不同形式的可容许定义,证明了这六种容许性在齐次和非齐次线性估计类中是一致的,且得到了其共同的可容许估计的充要条件.  相似文献   

10.
In this paper, we study the issue of admissibility of linear estimated functions of parameters in the multivariate linear model with respect to inequality constraints under a matrix loss and a matrix balanced loss. Under the matrix loss, when the model is not constrained, the results in the class of non-homogeneous linear estimators [Xie, 1989, Chinese Sci. Bull., 1148–1149; Xie, 1993, J. Multivariate Anal., 1071–1074] showed that the admissibility under the matrix loss and the trace loss is equivalent. However, when the model is constrained by the inequality constraints, we find this equivalency is not tenable, our result shows that the admissibility of linear estimator does not depend on the constraints again under this matrix loss, but it is contrary under the trace loss [Wu, 2008, Linear Algebra Appl., 2040–2048], and it is also relative to the constraints under another matrix loss [He, 2009, Linear Algebra Appl., 241–250]. Under the matrix balanced loss, the necessary and sufficient conditions that the linear estimators are admissible in the class of homogeneous and non-homogeneous linear estimators are obtained, respectively. These results will support the theory of admissibility on the linear model with inequality constraints.  相似文献   

11.
The admissibility of observation operators and control operators for linear Volterra systems is studied by means of the theory of composition operators on Hardy spaces.Under certain assumptions it is shown to be equivalent to admissibility for the classical Cauchy problem. A duality between control and observation operators is also established,extending known results for the Cauchy problem,which is a special case.  相似文献   

12.
对于带有不完全椭球约束的生长曲线模型Y=XBZ+ε,ε~(0,σ2VI),X(B-B0)Z′NZ(B-B0)′X′≤σ2In,本文在矩阵损失函数(d-KBL)(d-KBL)′下给出了KBL在类齐次线性估计类LH与非齐次线性估计类LI中可容许的充要条件.本文的结果表明线性估计在非齐次线性估计类中的可容许性与椭球的中心B0无关,而齐次线性估计在齐次线性估计类中的可容许性与B0有关.  相似文献   

13.
Zhen Liu  Cunchen Gao 《Complexity》2016,21(Z2):165-177
This article is devoted to designing linear sliding surface and adaptive sliding mode controller for a class of singular time‐delay systems with parametric uncertainties and external disturbance. In terms of linear matrix inequalities (LMIs), a sufficient criteria of H performance, and admissibility for considered sliding motion restricted to linear sliding surface is achieved, and the controller which guarantees the finite‐time reachability of the predesigned sliding surface is then developed, respectively. Finally, three examples show the effectiveness of the proposed result. © 2016 Wiley Periodicals, Inc. Complexity 21: 165–177, 2016  相似文献   

14.
李璐  刘万荣 《经济数学》2004,21(4):347-354
本文讨论了向量损失函数下参数估计的可容许与在常用损失函数下可容许之间的关系 ,并研究了在一元线性模型、多元线性模型中参数估计在特定估计类及一切估计类中的可容许性 ,给出了估计可容许的一些充要条件和充分条件 .  相似文献   

15.
In this paper we investigate the admissibility of linear estimators in the multivariate linear model with respect to inequality constraints under matrix loss function. The necessary and sufficient conditions for a linear estimator to be admissible in the class of homogeneous linear estimators and the class of inhomogeneous linear estimators are obtained, respectively.  相似文献   

16.
In this paper, the admissibility of multivariate linear regression coefficient with respect to an inequality constraint under balanced loss function is investigated. Necessary and sufficient conditions for admissible homogeneous and inhomogeneous linear estimators are obtained, respectively.  相似文献   

17.
Necessary and sufficient conditions are given for finite-time admissibility of a linear system defined by a Volterra integral equation when the underlying semigroup is equivalent to a contraction semigroup, in terms of a pointwise bound on the resolvent of the infinitesimal generator. This generalizes an analogous result known to hold for the standard Cauchy problem. For infinite-time admissibility, however, it is shown by means of an example that the natural generalization of the Weiss resolvent test is no longer valid.  相似文献   

18.
By using the vector-method of matrix, we study Growth Curve Model with respect to linear constraint. Under matrix loss function and vector loss function, we obtain necessary and sufficient conditions for admissibility of linear estimators of parameters in the inhomogeneous linear class.  相似文献   

19.
张尚立  周国梅 《经济数学》2005,22(4):416-419
本文讨论带约束生长曲线模型中回归系数线性估计的泛容许性,给出了回归系数的线性估计在线性估计类中是泛容许估计的充要条件。  相似文献   

20.
矩阵损失下多维 POISSON 均值的线性估计的可容许性   总被引:2,自引:0,他引:2  
设 X_1…,X_n 相互独立,X_i 遵从参数为λ_i 的 Poisson 分布.L.D.Brown 和 R.H.Farrell 在[1]中阐述了λ=(λ_1,…,λ_n)′的线性估计的实际意义,并在二次损失函数下给出了λ的线性估计是可容许的充要条件.本文在[2]和[3]等使用的矩阵损失函数(d-λ)(d-λ)′下讨论λ的线性估计,在线性估计类中的可容许性.注意到λ的线性估计的风险函数只涉及 X=(X_1,…,X_n)′  相似文献   

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