二次损失下带线性等式约束的多元线性模型中线性预测的可容许性  

Admissibility of the Linear Predictor in the Multivariate Linear Model with Linear Equality Constraints under a Quadratic Loss Function

作　　者：骆洪才[1,2] 

机构地区：[1]湖南师范大学数学与计算机科学学院,长沙410081 [2]湘南学院数学系,郴州423000

出　　处：《工程数学学报》2009年第4期689-696,共8页Chinese Journal of Engineering Mathematics

基　　金：湖南省重点建设学科经费资助([2006]56号);湖南省高校青年骨干教师基金([2003]165号)

摘　　要：本文在二次损失下研究了带线性等式约束条件的多元线性模型中条件线性可预测变量的可容许线性预测,并分别在齐次线性预测和非齐次线性预测类中得到了条件线性可预测变量的一个线性预测是可容线性预测的若干充要条件。In this paper, the admissibility of the linear predictor of a conditional linear predictable variable in the multivariate linear model with linear equality constraints was investigated under a quadratic loss function. Some necessary and sufficient conditions were established for the linear predictor of the conditional linear predictable variable to be admissible in the class of homogeneous linear predictors and the class of nonhomogeneous linear predictors, respectively.

关 键 词：二次损失 线性预测 可容许性 线性等式约束 

分 类 号：O212.4[理学—概率论与数理统计]