不可估参数函数的可容许估计  

The Admissible Estimators of Unestimable Function of Parameters

作　　者：邓起荣[1] 陈建宝[2] 

机构地区：[1]云南师范大学数学系,云南昆明650092 [2]云南大学统计系,云南昆明650091

出　　处：《云南师范大学学报（自然科学版）》1999年第6期19-23,共5页Journal of Yunnan Normal University:Natural Sciences Edition

摘　　要：对于线性模型ＥＹ＝ Ｘβ，ＣｏｖＹ＝ ∑ｍｉ＝ １σ２Ｖｉ。当Ｓβ不可估时，本文分别给出了Ｓβ的线性估计在二次损失和矩阵损失下线性可容许的充要条件。当Ｙ～Ｎ（Ｘβ，∑ｍｉ＝ １ σ２Ｖｉ） 时。For the linear model EY=Xβ, Cov Y=∑ m i=1 σ 2V i, for the case that Sβ is not estimable, this paper has given the necessary and sufficient conditions for any linear estimator of Sβ to be linear admissible under quadratic and matrix loss, respactively. If Y～N(Xβ,∑ m i=1 σ 2V i), we have obtained the necessary and sufficient conditions for any linear estimator of Sβ to be admissible under matrix loss in the class of all estimators, and the necessary conditions and sufficient conditions for any linear estimator of Sβ to be admissible under quadratic loss in the class of all estimators.

关 键 词：不可估参数函数 矩阵损失 可容许估计 线性估计 

分 类 号：O211.67[理学—概率论与数理统计] O212.1[理学—数学]