均值参数矩阵的可容许性估计

Admissible Estimate of Mean Matrix

本文讨论矩阵正态回归模型从N_(n×m)(X(?),∑V)中均值参数矩阵(?)的可容许估计,给出了一个线性估计在一切估计类中是可容许的充分条件,必要条件或充分必要条件。

In this paper, we discuss the admissible estimation of mean matrix parameter Θ in N(XΘ, ∑(?) V). It is given the sufficient conditions, the necessary conditions, or the sufficient and necessary conditions for a linear estimator to be admissible and generalizes the known conclusion.