华中理工大学学报(自然科学版)
華中理工大學學報(自然科學版)
화중리공대학학보(자연과학판)
JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY
2000年
6期
114-116
,共3页
矩阵%矩阵损失%可容许性%线性估计
矩陣%矩陣損失%可容許性%線性估計
구진%구진손실%가용허성%선성고계
matrix%matrix loss%admissibility%linear estimator
研究了多元线性模型Y～N(XΘ，σ2∑ V)中参数SXΘ的线性估计Ly+D的可容许性问题，在一般条件下得到了线性估计LY+D在矩阵损失下的可容许的充要条件．从而将现有文献中的结果推广到了∑≥0，V≥0的情形．解决了这一模型中的可估参数的线性估计在矩阵损失下的可容许性问题．
研究瞭多元線性模型Y～N(XΘ，σ2∑ V)中參數SXΘ的線性估計Ly+D的可容許性問題，在一般條件下得到瞭線性估計LY+D在矩陣損失下的可容許的充要條件．從而將現有文獻中的結果推廣到瞭∑≥0，V≥0的情形．解決瞭這一模型中的可估參數的線性估計在矩陣損失下的可容許性問題．
연구료다원선성모형Y～N(XΘ，σ2∑ V)중삼수SXΘ적선성고계Ly+D적가용허성문제，재일반조건하득도료선성고계LY+D재구진손실하적가용허적충요조건．종이장현유문헌중적결과추엄도료∑≥0，V≥0적정형．해결료저일모형중적가고삼수적선성고계재구진손실하적가용허성문제．
For the admissibility of linear estimator LY + D of parameters SYΘ in multivariate linear model Y～N(XΘ,σ2∑ V), where ∑≥0 and V≥0 are known, when ∑=Im, V≥0, Deng Qirong and Chen Jianbao obtained the necessary and sufficient conditions for the estimator LY + D, which is to be admissible under matrix loss. However, the results for the general case has not been given. This paper continues to study the problem given by Deng and Chen, and the results have been extended to the general case ∑≥0,V≥0. Thus the problem of admissibility linear estimator of estimable parameters in this model has been solved.
