向量损失函数下一般期望向量线性估计的可容许性(英文)  

ON LINEAR ADMISSIBILITY OF COMMON MEAN VECTOR IN MULTIVARIATE REGRESSION MODEL UNDER VECTOR LOSS FUNCTION

作　　者：赵建昕[1] 徐庆[1] 

机构地区：[1]海军潜艇学院数学教研室,青岛266071

出　　处：《青岛大学学报（自然科学版）》1999年第3期23-27,共5页Journal of Qingdao University(Natural Science Edition)

摘　　要：设Ｙ１，Ｙ２，…，Ｙｎ独立同分布，ＥＹ１＝Ｘβ，ＣｏｖＹ１＝∑＞０，Ｘｍｘｐ，是已知实矩阵，β∈Ｒｐ，∑＞０是未知参数。本文讨论了向量损失函数下一般期望向量估计的可容许条件，并得到了线性估计Ｌ１Ｙ１＋Ｌ２Ｙ２＋…＋ＬｎＹｎ是Ｓβ在线性估计类中客许的充要条件。Let Y1, Y2…, Yn have i.i.d, where is a known real matrix,are unknown parameters. In this paper, we discuss the admissible condition of anestimator common mean parametric vector under vector loss function. The necessary and sufficientcondition that a linear eStimator L1Y1 + L2Y2 +… + LnYn of Sβ is admissible in linear estimatorclass is also obtained.Keywords: veCtor loss function; admissibility and linear estimator

关 键 词：向量损失函数 容许性 线性估计 期望 充要条件 

分 类 号：O211.67[理学—概率论与数理统计]