| 平衡损失下关于不等式约束的多元回归系数的容许估计 |
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| 引用本文： | 吴杰,何道江. 平衡损失下关于不等式约束的多元回归系数的容许估计[J]. 数学研究及应用, 2013, 33(6): 745-752 |
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| 作者姓名： | 吴杰 何道江 |
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| 作者单位： | 安徽工程大学机电学院, 安徽 芜湖 241000; 安徽师范大学统计系, 安徽 芜湖 241000;安徽师范大学统计系, 安徽 芜湖 241000 |
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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 Nos.1308085QA13；1208085MA11),安徽省高等学校自然科学研究重点项目（Grant No.KJ2012A135),安徽省高等学校优秀青年人才基金重点项目（Grant No.2012SQRL028ZD). |
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| 摘 要： | In this paper, the admissibility of multivariate linear regression coefficient with respect to an inequality constraint under balanced loss function is investigated. Necessary and sufficient conditions for admissible homogeneous and inhomogeneous linear estimators are obtained, respectively.
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| 关 键 词： | 多元线性回归系数 不等式约束 损失函数 可容许估计 多变量 非齐次线性估计 充分必要条件 |
| 收稿时间： | 2012-10-08 |
| 修稿时间： | 2013-05-17 |
Admissible Linear Estimators of Multivariate Regression Coefficient with Respect to an Inequality Constraint under Balanced Loss Function |
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| Jie WU and Daojiang HE. Admissible Linear Estimators of Multivariate Regression Coefficient with Respect to an Inequality Constraint under Balanced Loss Function[J]. Journal of Mathematical Research with Applications, 2013, 33(6): 745-752 |
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| Authors: | Jie WU and Daojiang HE |
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| Affiliation: | College of Mechanical and Electrical Engineering, Anhui Polytechnic University, Anhui 241000, P. R. China; Department of Statistics, Anhui Normal University, Anhui 241000, P. R. China;Department of Statistics, Anhui Normal University, Anhui 241000, P. R. China |
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| Abstract: | In this paper, the admissibility of multivariate linear regression coefficient with respect to an inequality constraint under balanced loss function is investigated. Necessary and sufficient conditions for admissible homogeneous and inhomogeneous linear estimators are obtained, respectively. |
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| Keywords: | admissibility inequality constraint balanced loss function homogeneous (inhomogeneous) linear estimator. |
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