方差分量模型中回归系数估计的可容许性

ADMISSIBILITY OF ESTIMATION OF REGRESSION COEFFICIENT IN A VARIANCE COMPONENTS MODEL

本文考虑方差分量模型中回归系数函数g(β)的估计的可容许性问题. §2中给出了β的线性函数p′β的估计在平方损失之下,在线性估计类中为可容许估计的充要条件. §3中给出了β的估计在平方和损失之下,在线性估计类中为可容许估计的充分条件和必要条件.

In this paper, we consider the variance components model and the admissibility of estimators for function g(β) is discussed. In §2, a necessary and sufficient condition that an estimator of p'β is admissible in the linear estimators class under the square loss is given. In §3, a necessary condition and a sufficient condition that an estimator of β is admissible in the linear estimators class under the square sum loss are given.