方差分量非负二次估计可容许性的一个必要条件

A Necessary Condition of Admissibility of Variance component Nonnegative Quadratic Estimators

本文讨论了方差分量线性模型中方差分量线性和∑Ｎｉ＝１ｃｉσ２ｉ估计量的可容许性，将文献［１］、［２］中Ｎ＝１的结果推广到多个情形。

Considering a variance component model Y=Xβ+U 1ε 1+U 2ε 2+…+U Nε N,we give a necessary condition for the nonnegative quadratic estimator Y′AY for ∑Ni=1c iσ 2 i to be admissible under some conditions.