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推广的生长曲线模型中未知参数矩阵的广义最小二乘估计的可容许性
引用本文:肖枝洪,朱倩军.推广的生长曲线模型中未知参数矩阵的广义最小二乘估计的可容许性[J].数学杂志,2006,26(2):125-132.
作者姓名:肖枝洪  朱倩军
作者单位:1. 武汉大学数学与统计学院,湖北,武汉,430072;华中农业大学理学院,湖北,武汉,430070
2. 华中农业大学理学院,湖北,武汉,430070
基金项目:SupportedbyHuazhongAgriculturealUniversityInnovativeFund(5220202047).
摘    要:本文在设计矩阵与结构矩阵分别正交的条件下,研究了推广的生长曲线模型未知参数矩阵的广义最小二乘估计.运用矩阵理论证明了此广义最小二乘估计在某个线性估计类中的可容许性.并对潘建新(1989)的结果的推广.

关 键 词:推广的增长曲线模型  广义最小二乘估计  损失矩阵函数  风险矩阵函数  容许性估计
文章编号:0255-7797(2006)02-0125-08
收稿时间:2004-09-30
修稿时间:2004-09-302005-01-25

ADMISSIBILITY OF GENERALIZED LEAST SQUARE ESTIMATOR ON THE UNKNOWN PARAMETER MATRIX IN THE EXTENSIVE GROWTH CURVE
XIAO Zhi-hong,ZHU Qian-jun.ADMISSIBILITY OF GENERALIZED LEAST SQUARE ESTIMATOR ON THE UNKNOWN PARAMETER MATRIX IN THE EXTENSIVE GROWTH CURVE[J].Journal of Mathematics,2006,26(2):125-132.
Authors:XIAO Zhi-hong  ZHU Qian-jun
Institution:1. School of Math. and Statistics, Wuhan University, Wuhan 430072,China;2. School of Sciences, Huazhong Agriculture University, Wuhan 430070,China
Abstract:In this paper, we study the extensive growth curve model under the condition that the design matrices and structure matrices are respectively orthogonal. The generalized least square estimate (simply noted as GLSE) on the unknown parameter matrices in the model and the admissibility of GLSE for linear estimate class are proved by using the matrix theory. It generalizes the results of Pan Jian-xin (1989).
Keywords:the extensive growth model  the risk matrix function  the admissible estimate
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