| 矩阵损失下多元回归系数线性估计的Minimax可容许性的特征 |
| |
| 引用本文： | 陈清平.矩阵损失下多元回归系数线性估计的Minimax可容许性的特征[J].系统科学与数学,1995,15(1):024-029. |
| |
| 作者姓名： | 陈清平 |
| |
| 作者单位： | 郧阳师范专科学校，华中师范大学数学系 |
| |
| 摘 要： | 本文在矩阵损失厂给出了多元回归系数线性估计在线性估计类中是Ｍｉｎｉｍａｘ可容许估计的充要条件．
|
| 关 键 词： | 矩阵损失，线性估计，Minimax可容许估计 |
THE MINIMAX ADMISSIBILITY CHARACTERIZATION OF LINEAR ESTIMATES OF MULTIVARIATEREGRESSION COEFFICIENT UNDER MATRIXLOSS FUNCTION |
| |
| CHEN QING-PING,XIE MIN-YU.THE MINIMAX ADMISSIBILITY CHARACTERIZATION OF LINEAR ESTIMATES OF MULTIVARIATEREGRESSION COEFFICIENT UNDER MATRIXLOSS FUNCTION[J].Journal of Systems Science and Mathematical Sciences,1995,15(1):024-029. |
| |
| Authors: | CHEN QING-PING XIE MIN-YU |
| |
| Institution: | (1)Yun-Yang Normal Academcy, Hubei 441900;(2)Huazhong Normal University,Wuhan 430070 |
| |
| Abstract: | In this paper, we consider the Minimax admissibility cliaracterization of linear estimates of the multivariate regression coefficient under a matrix loss function. The necessary and sufficient conditions are given for a linear estimate AY(AY C)to be Minimax admissible in the class of homogeneous(non-homogeneous)linear estimates. |
| |
| Keywords: | Matrix loss linear estimates Minimax admissibility estimates |
| 本文献已被 CNKI 等数据库收录！ |
| 点击此处可从《系统科学与数学》浏览原始摘要信息 |
| 点击此处可从《系统科学与数学》下载免费的PDF全文 |
