椭球约束有限总体的线性Minimax预测（英文）  

Linear Minimax Prediction in a Finite Population with Ellipsoidal Constraints

作　　者：胡桂开 彭萍 HU Guikai;PENG Ping(School of Science, East China University of Technology, Nanchang, 330013, China)

机构地区：[1]东华理工大学理学院

出　　处：《应用概率统计》2019年第3期233-248,共16页Chinese Journal of Applied Probability and Statistics

基　　金：supported by the National Natural Science Foundation of China(Grant No.11661003);the Natural Science Foundation of Jiangxi Province(Grant No.20161BAB201033);the Science and Technology Project of Education Department of Jiangxi Province(Grant Nos.GJJ150582; GJJ160559)

摘　　要：在矩阵损失下,本文研究了椭球约束有限总体的预测问题.首先,在齐次线性预测类中获得了有限总体回归系数的线性Minimax预测;其次证明了该线性Minimax预测在齐次线性预测类中是可容许的;最后给出了模拟研究和实例分析对我们的结论进行说明.Under a matrix loss function, we investigate the prediction problem in a finite population with ellipsoidal restriction in this paper. Firstly, a class of homogeneous linear minimax predictors for finite population regression coefficient are obtained. Moreover, it is shown that the linear minimax predictors are admissible in the class of homogeneous linear predictors. Finally, a simulation study and a real data example are used to illustrate our results.

关 键 词：线性Minimax预测 可容许性 有限总体 椭球约束 矩阵损失 

分 类 号：O212.4[理学—概率论与数理统计]