约束条件下多元线性模型中线性估计的可容许性  

Admissibility of Linear Estimators in Multivariate Linear Models with Respect to a Restricted Set

作　　者：吴鑑洪[1] 

机构地区：[1]浙江工商大学统计与数学学院,杭州310018

出　　处：《应用数学学报》2007年第6期1140-1144,共5页Acta Mathematicae Applicatae Sinica

摘　　要：本文研究了多元线性模型中未知参数在约束条件:(θ-θ0)′X′NX(θ-θ0)≤U,N≥0下中心点θ0对线性估计的可容许性的影响.研究结果表明对于具有某种结构的θ1和θ2,在约束集(θ-θ1)′X′NX(θ-θ1)≤U,N≥0与(θ-θ2)′X′NX(θ-θ2)≤U,N≥0下的可容许线性估计类是一致的.This paper studies the influence ofθ0 which is the center of a restricted set to the admissibility of linear estimators in the situation of a restriction （θ-θ0）′X′NX（θ-θ0）≤U, N≥0 in multivariate linear models. The results show that the class of admissible linear estimators with the restriction of （θ-θ1）′X′NX（θ-θ1）≤U, N≥0 is the same as the one with the restriction of （θ-θ2）′X′NX（θ-θ2）≤U, N≥0 forθ1 andθ2 with certain structure.

关 键 词：可容许性 参数约束 多元线性模型 

分 类 号：O212[理学—概率论与数理统计]