带不等式约束的线性模型中非齐次线性预测的可容许性

ADMISSBILITY OF LINEAR PREDICTION IN LINEAR MODEL WITH INEQUALITY CONSTRAINT UNDER MATRIX LOSS FUNCTION

本文针对带不等式约束的线性模型,在矩阵损失下研究了线性预测的可容许性,得到了条件线性可预测变量的非齐次线性预测Lys+α是可容许线性预测的充要条件.

Admissibility of linear prediction in linear model with inequality constraints under matrix loss function are investigated, some necessary and sufficient conditions for a inhomogeneous linear estimator Lys ＋ α of Qy to be admissible are obtained.