| 矩阵损失下等式约束线性模型非齐次线性估计的Minimax可容许性的特征 |
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| 引用本文： | 史慧娟,王俊芳,王石青.矩阵损失下等式约束线性模型非齐次线性估计的Minimax可容许性的特征[J].华北水利水电学院学报,2007,28(5):106-109. |
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| 作者姓名： | 史慧娟 王俊芳 王石青 |
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| 作者单位： | 华北水利水电学院,河南,郑州,450011 |
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| 摘 要： | 讨论了矩阵损失下带约束的共同均值线性模型的回归系数线性估计的Minimax可容许特征,根据可容许估计和Minimax可容许估计的定义,给出了非齐次线性估计类中Minimax可容许估计的充要条件,并进行了证明.
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| 关 键 词： | 可容许 阵损失 线性估计 Minimax可容许估计 |
| 文章编号： | 1002-5634（2007）05-0106-04 |
| 修稿时间： | 2006-08-03 |
The Minimax Admissibility Characterization of Nonhomogeneous Linear Estimates about Linear Model with Linear Quality Constraints under Matrix Loss Function |
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| SHI Hui-juan,WANG Jun-fang,WANG Shi-qing.The Minimax Admissibility Characterization of Nonhomogeneous Linear Estimates about Linear Model with Linear Quality Constraints under Matrix Loss Function[J].Journal of North China Institute of Water Conservancy and Hydroelectric Power,2007,28(5):106-109. |
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| Authors: | SHI Hui-juan WANG Jun-fang WANG Shi-qing |
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| Affiliation: | North China Institute of Water Conservancy and Hydroelectric Power, Zhengzhou 450011, China |
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| Abstract: | The Minimax admissibility characterization of linear estimators with respect to the common mean linear models with linear quality constraints is considered under a matrix loss function. Using the definitions of admissible estimator and Minimax admissible estimator,the necessary and sufficient conditions are given for a linear estimator to be Minimax admissible in the class of Nonhomogeneous linear estimators. |
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| Keywords: | admissibility matrix loss linear estimator Minimax admissible estimator |
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