不等式约束下线性模型中线性估计的可容许性  

ADMISSIBILITY OF LINEAR ESTIMATORS IN A LINEAR MODEL WITH RESPECT TO AN INEQUALITY CONSTRAINT

作　　者：何道江[1] 郭大伟[1] 

机构地区：[1]安徽师范大学数学系,安徽芜湖241000

出　　处：《数学杂志》2010年第4期689-695,共7页Journal of Mathematics

基　　金：安徽省高校自然科学研究重点项目基金资助(KJ2007A012)

摘　　要：本文研究了带有不等式约束的多指标线性模型中线性估计的可容许性.利用矩阵论的相关知识,在矩阵损失下得到了齐次线性估计在齐次线性估计类中是可容许的充要条件,以及非齐次线性估计在非齐次线性估计类中是可容许的若干条件,推广了不等式约束下可容许性的相关结果.In this article,we investigate the admissibility of linear estimators under matrix loss function in a multivariate linear model with respect to an inequality constraint.Based on the matrix theory,we obtain necessary and sufficient conditions for a linear estimator AY to be admissible in the class of homogeneous linear estimators,and some conditions for a linear estimator AY ＋ A_1 to be admissible in the class of inhomogeneous linear estimators,which generalize some related results under inequality restriction.

关 键 词：多指标线性模型 不等式约束 矩阵损失 线性估计 可容许性 

分 类 号：O212.2[理学—概率论与数理统计]