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任意秩有限总体中无偏预测和估计的构造关系
引用本文:蒋春福,梁四安,戴永隆.任意秩有限总体中无偏预测和估计的构造关系[J].高校应用数学学报(A辑),2007,22(1):59-66.
作者姓名:蒋春福  梁四安  戴永隆
作者单位:1. 深圳大学,数学与计算机科学学院,广东深圳,518060
2. 广东商学院,广东广州,510320
3. 中山大学,数学与计算科学学院,广东广州,510275
摘    要:研究了有限总体均值向量的无偏估计和线性可预测变量的无偏预测之间的关系,利用分块矩阵广义逆直接对加权风险函数进行分解,提出了一种由均值向量的无偏估计来构造无偏预测的新方法,并找到了它们之间的构造关系.特别地,线性可预测变量的最优线性无偏预测(BLUP)可由均值向量的最佳线性无偏估计(BLUE)惟一地表示(有关惟一性在几乎处处意义下理解).

关 键 词:有限总体  无偏估计  无偏预测  构造关系
文章编号:1000-4424(2007)01-0059-08
收稿时间:2005-10-20
修稿时间:2005-10-20

Unbiased prediction and its construction relationship to unbiased estimation in finite populations with arbitrary rank
JIANG Chun-fu,LIANG Si-an,DAI Yong-long.Unbiased prediction and its construction relationship to unbiased estimation in finite populations with arbitrary rank[J].Applied Mathematics A Journal of Chinese Universities,2007,22(1):59-66.
Authors:JIANG Chun-fu  LIANG Si-an  DAI Yong-long
Institution:1. College of Mathematics and Computing Science, Shenzhen University, Shenzhen 518060,China ; 2. Guangdong University of Business Studies, Guangzhou 510320, China; 3. School of Mathematics Computational Science, Sun Yat-Sen University, Guangzhou 510275, China
Abstract:The unbiased predictor of linear predictable variable and its relationship to unbiased estimator of mean vector in finite populations are investigated.Based on generalized inverse of partitioned matrix in weighted loss function,unbiased predictors can be constructed by unbiased estimators of mean vector.Furthermore, this paper derives the construction relations between unbiased prediction and unbiased estimation.Especially,the BLUP of linear predictable variable can be formulated by BLUE of mean vector,which is unique in the sense "almost everywhere"
Keywords:finite population  unbiased estimator  unbiased predictor  construction relation
本文献已被 CNKI 维普 万方数据 等数据库收录!
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