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二次损失下线性预测的可容许性 被引量:17

ADMISSIBILITY OF LINEAR PREDICTION UNDER QUADRATIC LOSS
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摘要 本文在二次损失下研究了任意秩有限总体中线性预测的可容性,得到了线性预测Lys(Lys+α)是可容许线性预测的充要条件. Admissibility of linear prediction in finite populations with arbitrary rank under quadratic loss are investigated. Necessary and sufficient conditions for a linear prediction of Lys(Lys + a) of Qy to be admissible are obtained.
出处 《应用数学学报》 CSCD 北大核心 2004年第3期385-396,共12页 Acta Mathematicae Applicatae Sinica
基金 国家自然科学基金(10101006号) 中南大学博士后经费资助项目.
关键词 二次损失 线性预测 可容许性 有限总体 随机误差向量 非负定矩阵 Quadratic loss, finite population, linear prediction, admissibility
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参考文献10

  • 1Pereira C A B, Rodrigues J. Robust Linear Prediction in Finite Populations. International Statistical Review, 1983, 51:293-300
  • 2Bolfarine H, Pereira C A B, Rodrigues J. Linear Predicion in Finite Populations-A Bayesian Perspective. Sankhya (Series B), 1987, 49:23-35
  • 3Bolfarine H, Rodrigues J. On the Simple Projection in Finite Populations. Aust Jour Statist, 1988,30:338-341
  • 4Bolfarine H, Zacks S. Bayes and Minimax Prediction in Finite Populations. Jour Statistical Planning and Inference, 1991, 28:139-151
  • 5Bolfarine H, Zacks S. Elian S N, Rodrigues J. Optimal Prediction of the Finite Population Regression Coefficient. Sankhya (Series B), 1994, 56:1-10
  • 6Rodrigues J, Bolfarine H, Rogakto A. A General Theory in Finite Populations. International Statistical Review, 1985, 53:239-254
  • 7喻胜华,何灿芝.有限总体中的最优预测[J].高校应用数学学报(A辑),2000,15A(2):199-205. 被引量:15
  • 8喻胜华,何灿芝.任意秩多元线性模型中的最优预测[J].应用数学学报,2001,24(2):227-235. 被引量:35
  • 9董莉明 吴启光.二次损失下随机回归系数和参数的线性估计是可容许的充要条件[J].数学学报,1988,2:145-147.
  • 10陈希孺.数理统计引论.北京:科学出版社,1981(Chen Xiru. Theory of Mathematical Statistics. Beijing: Science Press, 1981)

二级参考文献12

  • 11,Pereira,C.A.B.and Rodrigues,J.,Robust linear prediction in finite populations,Internat.Statist.Rev.,1983,51:293~300.
  • 22,Bolfarine,H.,Zacks,S.,Elian,S.N., et al.,Optimal prediction of the finite population regression coefficient,Sankhy Ser.B,1994,56:1~10.
  • 33,Bolfarine,H.and Rodrigues,J.,On the simple projection predictor in finite populations,Austral.J.Statist.,1988,30:338~341.
  • 44,Bolfarine,H.,Zacks,S.,Bayes and minimax prediction in finite populations,J.Statist.Plann. Inference,1991,28:139~151.
  • 55,Bolfarine,H.,Pereira,C.A.B. and Rodrigues,J.,Robust linear prediction in finite populations-A Bayesian perspective,Sankhy Ser.B,1987,49:23~35.
  • 66,Rodrigues,J.,Bolfarine,H.and Rogakto,A.,A general theory of prediction in finite populations,Internat.Statist.Rev.,1985,53:239~254.
  • 7[1]Pereira C A B, Rodrigues J. Robust Linear Prediction in Finite Populations. International Statistical Review, 1983, 51:293-300
  • 8[2]Bolfarine H, Pereira C A B, Rodrigues J. Robust Linear Prediction in Finite Populations-A Bayesian Perspective. Sankhya-(Series B), 1987, 49:23-35
  • 9[3]Bolfarine H, Rodrigues J. On the Simple Projection Predictor in Finite Populations. Aust. Jour.Statist., 1988, 30:338-341
  • 10[4]Bolfarine H, Zacks S. Bayes and Minimax Prediction in Finite Populations. Jour. Statistical Planning and Inference, 1991, 28:139-151

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