协方差的二次型容许估计  

THE ADMISSIBLE QUADRATIC ESTIMATORS OF COVARIANCE

作　　者：徐兴忠[1] 吴启光[1] 

机构地区：[1]中国科学院系统科学研究所,北京100080

出　　处：《应用数学学报》2000年第1期141-150,共10页Acta Mathematicae Applicatae Sinica

摘　　要：本文研究协方差的二次型估计的容许性，在平方损失下。Suppose we have an i.i.d. two dimension sample from a population which has same former four moments as normal distribution. We estimate covariance with quadratic form estimators. Under square loss function, a necessary and sufficient condition that an estimator of covariance is admissible among quadratic estimators is given.

关 键 词：协方差 二次型估计 平方损失函数 容许性 

分 类 号：O211.67[理学—概率论与数理统计]