向量损失函数下均值向量线性估计的可容许性  

Admissibility of a Linear Estimator of the Mean Parameter Under Vector Loss Function

作　　者：李璐 刘万荣[2] 

机构地区：[1]上海浦光中学,上海200002 [2]湖南师范大学数学与计算机科学学院数学系,长沙410081

出　　处：《重庆师范大学学报（自然科学版）》2005年第3期66-69,共4页Journal of Chongqing Normal University:Natural Science

基　　金：高校博士点专项科研基金(NO.20040542006)

摘　　要：在向量损失函数下,讨论了模型(H)EY=XβCovY=Xd iag(1β,β2,…,βn)X′中估计均值向量时,齐次线性估计在L1={LY∶L为元素均为非负的k×n矩阵}中的容许性,及非齐次线性估计在L2={LY+C:L为元素均非负的k×n矩阵,C为k维元素均严格非负的列向量}中的容许性,并获得了相应的充要条件。Under the vector loss function, the paper discusses the admissibility of the mean paiameter in the special model （H）{EY=Xβ CovY=Xdiag（β1,β2,…,βn）X＇ the admissibility of homogeneous linear estimators in B1 = { LY： L is the κ × n matrix of the element not defeated by } , and nonhomogeneous linear estimators in B2= { LY ＋ C：L is the κ × n matrix of the element not defeated by, C is k links the strict row vector quantity not defeated by of element }. It gets several necessary and sufficient conditions.

关 键 词：向量损失函数 线性估计 可容许性 

分 类 号：O212.1[理学—概率论与数理统计]