椭球约束下误差方差非负二次估计的可容许性(英文)  

Admissibility of Nonnegative Quadratic Estimators for Error Variance with Respect to Restricted Ellipsoidal Parameter Space

作　　者：董岩[1] 徐兴忠[1] 鹿长余[2] 

机构地区：[1]北京理工大学应用数学系,北京100081 [2]华东师范大学统计系,上海200062

出　　处：《应用概率统计》2003年第1期19-26,共8页Chinese Journal of Applied Probability and Statistics

基　　金：This work was supported by the National Natural Science Foundation of China (Grant No. 10071090).

摘　　要：本文给出了线性模型中椭球约束下,误差方差非负二次估计可容许的一个必要条件.并且,对于线性模型中设计阵x=1n=(1,1,…,1)’的特殊情形,本文给出了一个充要条件.This paper gives a necessary condition for the admissibility of a nonnegative, quadratic estimator for error variance in linear model with respect to restricted ellipsoidal parameter space. Moreover, a sufficient and necessary condition is given for the special case where the design matrix X = 1n = (1,1,…,1)' in linear model.

关 键 词：方差 椭球参数空间 非负二次估计 可容许性 设计阵 线性模型 

分 类 号：O212.4[理学—概率论与数理统计] O211.67[理学—数学]