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| 矩阵损失下一类相依回归模型中的线性容许估计和Minimax估计 | |
| 引用本文： | 李新民,徐兴忠,秦前清.矩阵损失下一类相依回归模型中的线性容许估计和Minimax估计[J].应用概率统计,2000,16(1):25-30. |
| 作者姓名： | 李新民 徐兴忠 秦前清 |
| 作者单位： | 1. 青岛大学,青岛,266071 2. 青岛海洋大学,青岛,266003;中国科学院系统科学研究所,北京,100080 3. 青岛海洋大学,青岛,266003 |
| 基金项目： | 山东省自然科学基金资助项目． |
| 摘 要： | 本文研究设计矩人有相同值域的相依回归模型，在矩阵损失下我们给出了回归系数的线性估计是线性容许的充要条件，它们推广了已有的结果，我们也在矩阵上给出了某个回归模型的回归系数的唯一的Ｍｉｎｉｍａｘ估计，它说明此时其它模型的信息不起作用 |
| 关 键 词： | 相依回归 矩阵损失 线性容许估计 Minimax估计 |
| 修稿时间： | 1998-3-31 |
The Linear Admissble and Minimax Estimators in Seemingly Unrelated Regression Model under Matrix Loss |
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| LI XINMIN,XU XINGZHONG,QIN QIANQING.The Linear Admissble and Minimax Estimators in Seemingly Unrelated Regression Model under Matrix Loss[J].Chinese Journal of Applied Probability and Statisties,2000,16(1):25-30. | |
| Authors: | LI XINMIN XU XINGZHONG QIN QIANQING |
| Institution: | LI XINMIN (Qingdao University,Qingdao,266071)XU XINGZHONG (Ocean University of Qingdao,Qingdao,266003 Institute of Systems Science,Acadimia Sinica,Beijing,100080)QIN QIANAING (Ocean University of Qingdao,Qingdao,266003) |
| Abstract: | In This paper,we study the Seemingly Unrelated Regression Model with design matrices have same range space.We give the necessary and sufficient conditions that a linear estimators of regression coefficient is lenear admissible under matrix loss.The results generalize the conclusions got before by others.We also give a unique linear minimax estimator of regression coefficient in a regression model under matrix loss.It shows that the information of other models doesn't play a role in estimation. |
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| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |