Admissible Linear Estimators of Multivariate Regression Coefcient with Respect to an Inequality Constraint under Balanced Loss Function  

作　　者：Jie WU Daojiang HE 

机构地区：[1]College of Mechanical and Electrical Engineering,Anhui Polytechnic University [2]Department of Statistics,Anhui Normal University

出　　处：《Journal of Mathematical Research with Applications》2013年第6期745-752,共8页数学研究及应用（英文版）

基　　金：Supported by the National Natural Science Foundation of China (Grant No.11201005);the Natural Science Foundation of Anhui Province (Grant Nos.1308085QA13;1208085MA11);the Key Project of Natural Science Foundation of Universities in Anhui Province (Grant No.KJ2012A135);the Key Project of Distinguished Young Talents of Universities in Anhui Province (Grant No.2012SQRL028ZD)

摘　　要：In this paper, the admissibility of multivariate linear regression coefficient with respect to an inequality constraint under balanced loss function is investigated. Necessary and sufficient conditions for admissible homogeneous and inhomogeneous linear estimators are obtained, respectively.In this paper, the admissibility of multivariate linear regression coefficient with respect to an inequality constraint under balanced loss function is investigated. Necessary and sufficient conditions for admissible homogeneous and inhomogeneous linear estimators are obtained, respectively.

关 键 词：ADMISSIBILITY inequality constraint balanced loss function homogeneous （inhomogeneous） linear estimator. 

分 类 号：O212.1[理学—概率论与数理统计]