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  

ADMISSIBILITY FOR LINEAR ESTIMATORS OF REGRESSION COEFFICIENTS IN LINEAR MODEL FOR MULTIPLE MEASUREMENTS WITH RESPECT TO QUADRATIC CONSTRAINTS

作　　者：林举干[1] 孙孝前[1] 

机构地区：[1]华东师范大学数理统计系,上海200062

出　　处：《系统科学与数学》1997年第1期66-72,共7页Journal of Systems Science and Mathematical Sciences

基　　金：国家自然科学基金

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．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.

关 键 词：线性模型 线性估计 可容许性 多指标线性模型 

分 类 号：O212.1[理学—概率论与数理统计]