具有未知误差方差的多元正态线性模型中回归系数的所有k-容许估计.PDF

See discussions, stats, and author profiles for this publication at: /publication/268068912 All k-admissible estimators of regression coefficients in multivariate normal linear models with unknown error variance Article · anuary 1998 CITATIONS READS 0 13 2 authors, including: Qirong Deng Fujian Normal University 33 PUBLICATIONS 80 CITATIONS SEE PROFILE Some of the authors of this publication are also working on these related projects: fractal geometry View project All content following this page was uploaded by Qirong Deng on 13 November 2014. The user has requested enhancement of the downloaded file. 第 41 卷第 2 期 数 　学 　学 　报 Vol. 41 ,No. 2 1998 年 3 月 ACTA MA THEMA TICA SIN ICA March ,1998 具有未知误差方差的多元正态线性模型中 回归系数的所有 k - 容许估计 邓起荣 ( 云南教育学院数学系　昆明　650223) 陈建宝 ( 云南大学统计系　昆明　650091) 2 ( Θ σ ) Θ 摘 　要 　考虑多元线性模型 Y～N X , I m V , 和 S X 的估计问题 ,取损失函数 Θ ( σ Θ) ( δ ) Φ( ) 为 - S X ′ - S X ,本文定义所谓的 k - 容许性和 k - 容许性. 本文在一定 条件下得到了 S X Θ的线性估计L Y + D 在一切估计类中 k - 容许和 Φ( k) - 容许的充 要条件. 一般情况下得到了充分条件和必要条件. 关键词 　多元正态线性模型 ,未知方差 , k - 容许 , Φ( k) - 容许 MR( 1991) 主题分类 62C15 , 62H12 中图分类 O212. 1 All k - Admissible Estimators of Regression Coefficients in Multivariate Normal Linear Models