摘要
考虑线性模型 Y=(y_2,…,y_n)'=1β+ε=(β,…,β)'+(ε_1,…,ε_n)',其中2=(1,…,1)',ε_1,…,ε_n 相互独立,E(ε_1)=O,E(ε_1~2=σ~2,E(ε_1~3)=0,Eε_(1~4=3σ~2,i=1,…,n,一∞<β<∞,参数在参数空间H_T={β~2/σ~2≤T,T>0}中变化．我们得到了Y'AYt(l'Y,Y'AY)在估计类:{Y'AY;A≥0}和{l'Y,Y 'AY;l'是nxl阶向量,A≥0}中是σ~2和(β,σ~2)的可容许估计的充要条件.
Consider the linear model Y= (yl,…, yn)' = lβ+ε= (β1,..., β)'
+...+(εl,...,εn)', where l =(1,..., ) ', εl,..., εn are independent, E(ε1) =0, E(ε12) =σ2,
E(ε13) = 0,E(ε14) = 3σa4,i= 1,…, n, -∞ <β < ∞, and the parameters are restricted in
the set HT= {β2/σ2≤T T>0}. The necessary and sufficient conditions that Y 'AY
and (q 'Y, Y 'AY) are admisible for σ2 and (β, σ2) within the class { Y 'AY; A ≥0}
and { q 'Y, Y 'AY); q' is n x 1vector, A ≥0}are given respectively.
出处
《黑龙江大学自然科学学报》
CAS
1991年第4期19-25,共7页
Journal of Natural Science of Heilongjiang University
关键词
误差方差
回归系数
可容许估计
Admissible etimators, Quadractic Estimation, simultanous estimation formoments of order 1 and 2.
