| 摘 要： | Let Y be distributed according to an n-variate normal distribution with a mean Xβ and a nonsingular covariance matrix σ~2V,where both X and V are known,β∈R~p is a parameter,σ>0 is known or unknown.Denote β=(X'V-~1X)-X'V-~1Y and S~2=(Y-Xβ)'V~(-1)(Y-Xβ).Assume that Eβ is linearly estimable.When σ is known,it is proved that the unbiased loss estimator σ~2tr(F(X'V-~1X)-F')of(Fβ-Fβ)'(Fβ-Fβ)is admissible for rank (F)=k≤4 and inadmissible for k≥5 with the squared error lossa-(Fβ-Fβ)'(Fβ-Fβ)]~2 When σ is unknown and rank (X)
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