线性模型中误差方差的二次型估计是■-可容许的充要条件  

A NECESSARY AND SUFFICIENT CONDITION THAT THE QUADRATIC ESTIMATE FOR ERROR VARIANCE IN LINEAR MODEL IS ■-ADMISSIBLE

作　　者：徐兴忠[1] 

机构地区：[1]青岛海洋大学,青岛市266003

出　　处：《应用数学学报》1992年第3期410-427,共18页Acta Mathematicae Applicatae Sinica

摘　　要：<正> §1.模型和结果 考虑线性模型为估计σ~2,取损失函数为L(σ~2,d)=(d-σ~2)~2/σ~4. 以记估计类{Y′BY:B≥0},设Y'AY∈?,如果Y′AY在估计类中有容许性,则我们称Y′AY是可容许的,记为吴启光,成平。Let linear model Y=Xβ+e,where Y and e are random n-veters,X is known,e has the same fist four moments as N(0,σ~2In),β and σ~2 are parameters.We estimate σ~2 Denote={Y'AY.A≥0} A necessary and sufficient condition that Y'AY is an admissible estimate for σ~2 in under loss funcuon(d-σ~2)~2/σ~4 is given in this paper.

关 键 词：线性模型 误差 方差 估计 二次型 

分 类 号：O151.2[理学—数学]