平衡损失下约束线性回归模型中回归系数的可容许估计  

ALL ADMISSIBLE ESTIMATIONS OF REGRESSION COEFFICIENT IN RESTRICTED LINEAR MODEL UNDER BALANCED LOSS FUNCTION

作　　者：胡桂开[1] 罗汉[2] 彭萍[1] 

机构地区：[1]东华理工大学数学与信息科学学院,抚州344000 [2]湖南大学数学与计量经济学院,长沙410082

出　　处：《经济数学》2008年第2期204-209,共6页Journal of Quantitative Economics

摘　　要：本文在平衡损失函数下得到等式约束模型中回归系数在齐次(非齐次)估计类中存在可容许估计的充要条件,给出带有不完全椭球约束模型中回归系数的线性估计在一切估计类中为可容许估计的充要条件.In this paper, we study the admissibility of linear estimator of regression coefficient in the restricted linear model under balanced loss function. The necessary and sufficient condition that a linear estimation is admissible in the class of linear estimation are given. At the same time, we obtain the necessary and sufficient condition that a linear estimation of regression coefficient in linear model with respect to an incomplete ellipsoidal restriction is admissible among the class of estimations.

关 键 词：约束线性模型 回归系数 平衡损失函数 可容许估计 

分 类 号：O212.4[理学—概率论与数理统计]