SEVERAL RESULTS ON ESTIMATION OF PARAMETERS UNDER MATRIX LOSS FUNCTION  

作　　者：吴启光 

机构地区：[1]Institute of Systems Science,Academia Sinica,Beijing,China

出　　处：《Systems Science and Mathematical Sciences》1990年第1期83-96,共14页

基　　金：Supported by Science Fund of Academia Sinica

摘　　要：In this paper,the definitions of Bayes estimator,minimax estimator,minimumrisk equivariant estimator and admissible estimator under the general matrix loss functionare given.Several results on estimation of parameters with the ordinary loss function areextended to the case of the matrix loss function.In this paper,the definitions of Bayes estimator,minimax estimator,minimumrisk equivariant estimator and admissible estimator under the general matrix loss functionare given.Several results on estimation of parameters with the ordinary loss function areextended to the case of the matrix loss function.

关 键 词：Matrix loss function BAYES ESTIMATORS MINIMAX ESTIMATORS minimum risk equivaria NT ESTIMATORS ADMISSIBLE ESTIMATORS 

分 类 号：N94[自然科学总论—系统科学]