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  

The Minimax Admissibility Characterization of Nonhomogeneous Linear Estimates about Linear Model with Linear Quality Constraints under Matrix Loss Function

作　　者：史慧娟[1] 王俊芳[1] 王石青[1] 

机构地区：[1]华北水利水电学院,河南郑州450011

出　　处：《华北水利水电学院学报》2007年第5期106-109,共4页North China Institute of Water Conservancy and Hydroelectric Power

基　　金：河南省自然科学基金资助项目(0611052600)

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.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.

关 键 词：可容许 阵损失 线性估计 MINIMAX可容许估计 

分 类 号：O212.4[理学—概率论与数理统计]