矩阵损失下随机回归系数和参数的局部线性Minimax估计(英文)  

The Local Linear Minimax Estimator of Stochastic Regression Coefficients and Parameters under Matrix Loss

作　　者：高婷婷[1] 

机构地区：[1]安徽工程大学数理学院,芜湖241000

出　　处：《复旦学报（自然科学版）》2013年第2期183-188,共6页Journal of Fudan University：Natural Science

基　　金：Project supported by Provincial Natural Science Research Project of Anhui Colleges(KJ2011A032)

摘　　要：对于带有随机效应的一般线性模型,考虑了随机回归系数和参数线性组合的Minimax估计问题.在矩阵损失下,研究了这个组合的线性估计在线性估计类中的局部极小极大性.并在适当假设下,得到了线性可估函数的惟一局部线性Minimax估计.The minimax estimation of linear combinations of stochastic regression coefficients and parameters in the general linear model with random effects is considered. Under the matrix loss function, the property of linear estimators is investigated. The unique local linear minimax estimator of linearly estimable functions, which is unique with probability 1, is obtained under appropriate hypotheses.

关 键 词：MINIMAX估计 随机回归系数 矩阵损失 

分 类 号：O212.4[理学—概率论与数理统计]