带有不完全椭球约束的多元回归系数线性估计的泛容许性(英文)

General admissibility for linear estimators of multivariate regression coefficients with respect to a restricted parameter set

对于带有不完全椭球约束的多指标线性模型 Y =XΘ+ε,ε～( ∑ V) ,Θ′X′NXΘ≤∑,给出了SΘ的泛容许估计的定义,并在齐次线性估计类(非齐次线性估计类)中给出了SΘ的估计AY(AY+C)泛容许的充要条件。

For the multivariate linear model with respect to a restricted parameter set Y=XΘ+ε,ε～(0,∑V),Θ′X′NXΘ≤∑,it is given the definition for general admissible estimator of SΘ.The necessary and sufficient conditions for (AY(AY+C)) to be general admissible estimator of SΘ in the class of homogenous(non-homogenous) linear estimators are gained,whether SΘ is estimable or non-estimable.