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二次约束下多指标线性模型回归系数线性估计的可容许性
引用本文:林举干,孙孝前. 二次约束下多指标线性模型回归系数线性估计的可容许性[J]. 系统科学与数学, 1997, 17(1): 066-072
作者姓名:林举干  孙孝前
作者单位:华东师范大学数理统计系!上海,200062,华东师范大学数理统计系!上海,200062
摘    要:本文推广了Hoffmann[1]与Mathew[2]的结果,在二次损失下得到了二次约束下多指标线性模型中回归系数线性估计在线性估计类中可容许性的充要条件.

关 键 词:线性模型  线性估计  可容许性

ADMISSIBILITY FOR LINEAR ESTIMATORS OF REGRESSION COEFFICIENTS IN LINEAR MODEL FOR MULTIPLE MEASUREMENTS WITH RESPECT TO QUADRATIC CONSTRAINTS
Ju Gan LIN,Xiao Qian SUN. ADMISSIBILITY FOR LINEAR ESTIMATORS OF REGRESSION COEFFICIENTS IN LINEAR MODEL FOR MULTIPLE MEASUREMENTS WITH RESPECT TO QUADRATIC CONSTRAINTS[J]. Journal of Systems Science and Mathematical Sciences, 1997, 17(1): 066-072
Authors:Ju Gan LIN  Xiao Qian SUN
Affiliation:Department of Mathematics and Statist, East China Normal University, Shanghai 200062
Abstract:In this paper, we generalize the results given by Hoffmann[1] and Mathew[2],and obtain the necessary and sufficient conditions for linear estimators of regression coefficients to be admissible among linear estimators in linear model for multiple measurements with respect to quadratic constraints under quadratic loss function.
Keywords:Linear model   linear estimator   admissibility
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