回归系数的线性估计在平衡损失下的可容许性  

The Admissibility of Linear Estimators of the Regression Coefficients under Balanced Loss Function

作　　者：刘海燕[1] 

机构地区：[1]福建师范大学数学与计算机科学学院,福建福州350007

出　　处：《莆田学院学报》2010年第5期14-16,共3页Journal of putian University

摘　　要：针对多元正态线性模型,根据Zellner提出的平衡损失函数,对其进行变形,定义了更一般的平衡损失函数。研究了在该损失下,多元正态线性模型回归系数矩阵的线性估计在一切估计类中的可容许性,并给出了充要条件。该方法同样适用于线性估计类中的可容许性以及其他的可容许性的研究。For a given multivariate normal linear model,a new generalized balanced loss function is defined by modifying the balanced loss function given by Zellner.The admissibility of linear estimators of the regression coefficients matrix of the multivariate normal linear model in the class of all estimators under this loss has been studied,the necessary and sufficient condition is given.This method can also be used in the study of the admissibility of linear estimators in the class of all linear estimators and other definitions of admissibility.

关 键 词：多元线性模型 平衡损失函数 一切估计 可容许性 

分 类 号：O212.5[理学—概率论与数理统计]