CAJ | 학술논문

研究等式约束模型中回归系数的线性Minimax估计问题.在改进Zellner提出的平衡损失函数的基础上,分析了齐次线性估计类中等式约束模型中回归系数线性估计损失风险的极大极小性,并得到了回归系数的线性Minimax估计;在适当的假设下,证明了回归系数线性Minimax估计的唯一性.
연구등식약속모형중회귀계수적선성Minimax고계문제.재개진Zellner제출적평형손실함수적기출상,분석료제차선성고계류중등식약속모형중회귀계수선성고계손실풍험적겁대겁소성,병득도료회귀계수적선성Minimax고계;재괄당적가설하,증명료회귀계수선성Minimax고계적유일성.
In the paper, the linear Minimax estimation of regression coefficient was investigated in the equality constraint model. Firstly we improved the balanced loss function presented by Zellner, on the basis of that, the Minimax properties of linear estimation of regression coefficient in the equality constraint model in the class of homogeneous linear estimates were considered. The Minimax estimation was obtained. Under suitable hypotheses, we proved that the linear Minimax estimation of regression coefficient is unique.