| 矩阵损失下一般Gauss-Markov模型线性预测的可容许性 |
| |
| 引用本文： | 刘郁文,喻胜华.矩阵损失下一般Gauss-Markov模型线性预测的可容许性[J].数学杂志,2007,27(2):165-172. |
| |
| 作者姓名： | 刘郁文 喻胜华 |
| |
| 作者单位： | 1. 湖南农业大学理学院,湖南长沙,410128
2. 中南大学数学科学与计算技术学院,湖南长沙,410083 |
| |
| 摘 要： | 本文研究了一般Gauss-Markov模型中线性可预测变量的线性预测的可容许性.在给出线性预测可容许性定义的基础上,通过构造一个特殊的常量矩阵D0,分别得到了齐次和非齐次线性预测类中可容许的充要条件.
|
| 关 键 词： | 一般Gauss-Markov模型 线性可预测变量 线性预测 可容许性 |
| 文章编号： | 0255-7797（2007）02-0165-08 |
| 修稿时间： | 2004-11-082005-06-30 |
ADMISSIBILITY OF LINEAR PREDICTOR IN THE GENERAL GAUSS-MARKOV MODEL UNDER MATRIX LOSS |
| |
| LIU Yu-wen,YU Sheng-hua.ADMISSIBILITY OF LINEAR PREDICTOR IN THE GENERAL GAUSS-MARKOV MODEL UNDER MATRIX LOSS[J].Journal of Mathematics,2007,27(2):165-172. |
| |
| Authors: | LIU Yu-wen YU Sheng-hua |
| |
| Institution: | 1. College of Sciences, Hunan Agricultural University, Changsha 410128, China;2. School of Mathematical Sciences and Computing Technology, Central South University, Changsha 410083, China |
| |
| Abstract: | In this paper, we investigate the adimissibility of linear prediction of the linear predictable variable in the general Gauss-Markov model. Under the base that the definition of the adimissible linear predictor is given, a special costant matrix D0 is constructed, and the necessary and sufficient conditions for a linear predictor of the linear predictable variable to be adimissble in the class of homogeneous linear predictors and the class nonhomogeneous linear predictors are established respectively. |
| |
| Keywords: | general Gauss-Markov model linear predictable variable linear predictor admissibility |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
