期刊论文

中文

数学物理学报

1003-3998

2012

32

3

468-474

10.3969/j.issn.1003-3998.2012.03.003

61070236,10671080:国家自然科学基金 20090144110002:高等学校博士学科点专项科研基金 2011JBM364:中央高校基本科研业务费专项

本校为其他机构

讨论了带约束条件的多元线性模型随机回归系数和参数的线性估计的泛容许性问题.在损失函数(d(Y)-SΘ-QB)’(d(Y)-SΘ-QB)下,分别给出了随机回归系数和参数的线性估计在齐次和非齐次线性估计类中是泛容许估计的充要条件.

In this paper, we will consider the universal admissibility of linear estimators of stochastic regression coefficients and parameters in multivariate linear model with respect to re- stricted parameter sets. The necessary and sufficient conditions for linear estimators of stochas- tic regression coefficients and parameters to be universal admissible in the homogeneous and non-homogeneous linear classes are obtained under the loss function...