摘要
本文的主要结果如下:方差分量模型:其中:都未知,X已知,v_1≥0,v_2≥0都已知。若S是S×P阵,当Sβ可估时,则在二次型损失函数(Ly-Sβ)′(Ly-Sβ)下得到Ly+a在非齐次线性估计类中是Sβ的可容许估计的充要条件。
Consider the variance component model E(y) = Xβ, D(y)=σ12v1+σ22v2, where X is a known n×p matrix, V1, v2, known symmetric nonegative definite matrices, and β∈RP, σ12, σ22∈R+ parameters.
Let sβ be linearly estimable, the necessary and sufficient condition is obtained of Ly + a to be an admissible estimate of sβin the class of non-homogeneous linear estimation under the quadratic loss function.