矩阵损失下带约束的回归系数非齐次线性估计的Minimax可容许性的特征  

THE MINIMAX ADMISSIBILITY CHARACTERIZATION OF NONHOMOGENEOUS LINEAR ESTIMATES WITH RESPECT TO RESTRICTED REGRESSION COEFFICIENT UNDER MATRIX LOSS FUNCTION

作　　者：谭萄[1] 王成名[2] 

机构地区：[1]天津财经学院统计系,天津300222 [2]广西师范大学数学系,广西桂林541004

出　　处：《广西师范大学学报（自然科学版）》2001年第2期41-45,共5页Journal of Guangxi Normal University:Natural Science Edition

摘　　要：在矩阵损失下给出了带约束回归系数线性估计在非齐次线性估计类中是 Minimax可容许估计的充要条件 .This paper considers the Minimax admissibility characterization of linear estimates with respect to restricted regression coefficient under a matrix loss function.The necessary and sufficient conditions are given for a linear estimate AY+c to be Minimax admissible in the class of nonhomogeneous linear estimates.

关 键 词：矩阵损失 线性估计 MINIMAX可容许估计 回归系数 

分 类 号：O212.7[理学—概率论与数理统计]