| 带有线性约束的多元回归模型中回归系数的线性估计的可容许性 |
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| 引用本文： | 陈清平,代立新. 带有线性约束的多元回归模型中回归系数的线性估计的可容许性[J]. 长江大学学报(社会科学版), 1996, 0(2) |
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| 作者姓名： | 陈清平 代立新 |
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| 作者单位： | 郧阳师范专科学校 |
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| 摘 要： | 针对矩阵风险，给出了矩阵估计量的多种优良性准则．在这些准则下，得到了带有线性约束的多元回归系数的线性估计是可容许的充要条件，进而由于不同的线性约束所引起的可容许的估计类的不同，我们得到了不同的估计类之间的一种刻划。
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| 关 键 词： | 优良性准则；限制性多元回归模型；线性估计；可容许性 |
ADMISSIBLE LINEAR ESTIMATORS IN RESTRICTED MULTIVARIATE REGRESSION MODEL |
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| Chen Qingping, Dai Lixin. ADMISSIBLE LINEAR ESTIMATORS IN RESTRICTED MULTIVARIATE REGRESSION MODEL[J]. Journal of Yangtze University(Social Sciences), 1996, 0(2) |
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| Authors: | Chen Qingping Dai Lixin |
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| Affiliation: | Chen Qingping; Dai Lixin(Yunyang Teachers College)(Department of Mathematics) |
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| Abstract: | In this paper, we give definition of admissibility relative to different optimality criteria,then obtain the necessary and sufficient conditions for a linear estimator to be admissible among the class of linear estimator under restricted multivariate regression model. Moreover the characterization of different admissible estimator class is found. |
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| Keywords: | optimality criteria restricted multivarilate regression model linear estimator admissibility |
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