摘要
对于在二次损失和矩阵损失下混合系数线性模型的参数估计问题,分别给出了在仿射变换群下存在回归系数的一致最小风险无偏(UMRU)估计和一致最小风险同变(UMRE)估计的充要条件和在平移群下存在一致最小风险同变估计(UMRE)的充要条件,导出了回归系数的广义最小二乘估计的可容许性.
For the problem of estimating parameters,under quadratic loss and matrix loss,in a linear model with mixed coefficients,it has been given that there exist the necessary and sufficient conditions of the uniformly minimum risk unbias (UMRU) estimators and the uniformly minimum risk equivariant(UMRE) estimators of regression coefficients under an affine group of transformations,and the necessary and sufficient conditions of the UMRE estimators under a transitive group of transformations respectively.Admissibility is derived for the general least square (GLS) estimators of regression coefficients.
出处
《吉首大学学报（自然科学版）》
CAS
2004年第1期16-21,共6页
Journal of Jishou University(Natural Sciences Edition)
基金
国家自然科学基金资助项目(10071065)
湖南省自然科学基金资助项目(98JZY2171)
湖南省教育厅科研基金资助项目(02A010)
