| 线性模型中的一类随机约束$s$--$K$估计 |
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| 引用本文： | 何道江,吴燕. 线性模型中的一类随机约束$s$--$K$估计[J]. 数学研究及应用, 2014, 34(3): 362-370 |
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| 作者姓名： | 何道江 吴燕 |
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| 作者单位： | 安徽师范大学统计系, 安徽 芜湖 241003;安徽师范大学统计系, 安徽 芜湖 241003 |
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| 基金项目： | 国家自然科学基金(Grant No.11201005),安徽省自然科学基金(Grant No.1308085QA13),安徽省高等学校优秀青年人才基金重点项目(Grant No.2012SQRL028ZD),安徽省高等学校自然科学研究重点项目(Grant No.KJ2012A135). |
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| 摘 要： | In this paper, we propose a stochastic restricted s–K estimator in the linear model with additional stochastic linear restrictions by combining the ordinary mixed estimator(OME) with the s–K estimator. It is shown that the proposed estimator is superior to the OME and the s–K estimator under the mean squared error matrix criterion under some conditions. Finally, a numerical example and a Monte Carlo simulation study are given to verify the theoretical results.
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| 关 键 词： | 混合估计 线性模型 随机 误差矩阵 估计器 平均值 算例 |
| 收稿时间： | 2013-07-08 |
| 修稿时间： | 2013-11-13 |
A Stochastic Restricted $s$--$K$ Estimator in the Linear Model |
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| Daojiang HE and Yan WU. A Stochastic Restricted $s$--$K$ Estimator in the Linear Model[J]. Journal of Mathematical Research with Applications, 2014, 34(3): 362-370 |
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| Authors: | Daojiang HE and Yan WU |
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| Affiliation: | School of Mathematics and Computer Science, Anhui Normal University, Anhui 241003, P. R. China;School of Mathematics and Computer Science, Anhui Normal University, Anhui 241003, P. R. China |
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| Abstract: | In this paper, we propose a stochastic restricted $s$--$K$ estimator in the linear model with additional stochastic linear restrictions by combining the ordinary mixed estimator (OME) with the $s$--$K$ estimator. It is shown that the proposed estimator is superior to the OME and the $s$--$K$ estimator under the mean squared error matrix criterion under some conditions. Finally, a numerical example and a Monte Carlo simulation study are given to verify the theoretical results. |
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| Keywords: | the ordinary mixed estimator $s$--$K$ estimator stochastic restricted $s$--$K$ estimator the mean squared error matrix. |
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