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不等式约束下线性模型中线性估计的可容许性
引用本文:吴鉴洪,陈学琴.不等式约束下线性模型中线性估计的可容许性[J].数学学报,2006,49(6):1403-141.
作者姓名:吴鉴洪  陈学琴
作者单位:[1]华东师范大学统计系,上海200062 [2]宜春学院,江西336000
基金项目:本文第一作者感谢其导师朱力行教授给与的建设性的意见和建议!
摘    要:研究了线性模型在不等式约束条件下齐次和非齐次线性估计的可容许性,刻画了两者之间的关系,得到了不等式约束条件下非齐次线性估计可容许性的充要条件.

关 键 词:可容许性  不等式约束  齐次/非齐次线性估计
文章编号:0583-1431(2006)06-1403-08
收稿时间:2005-07-05
修稿时间:2005-07-052005-12-20

Admissibility of Linear Estimators in Linear Models with Respect to Inequality Constraints
Jian Hong WU,Xue Qin CHEN.Admissibility of Linear Estimators in Linear Models with Respect to Inequality Constraints[J].Acta Mathematica Sinica,2006,49(6):1403-141.
Authors:Jian Hong WU  Xue Qin CHEN
Institution:Department of Statistics, East China Normal University, Shanghai 200062, P. R. China Yichun University, Jiangxi 336000, P. R. China
Abstract:Admissibility of both homogeneous and inhomogeneous linear estimators is investigated in linear models with respect to inequality constraints. The relation between admissibility of the two types of estimators is derived. Under some conditions, sufficient and necessary conditions for the admissibility of inhomogeneous linear estimators with respect to inequality constraints are given.
Keywords:admissibility  inequality constraint  homogeneous/inhomogeneous linear estimator
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