约束条件下多元随机效应线性模型中回归系数和参数的可容许估计

Admissible estimatiors for regression coefficients and parameters in multivariate stochastic effective linear model under restricted conditions

讨论约束条件下多元随机效应线性模型中回归系数和参数的线性估计的可容许性,在二次损失函数下,给出了随机回归系数和参数的线性估计分别在齐次和非齐次线性估计类中是可容许估计的特征.

We consider the admissible estimators for regression coefficients and parameters in multivariate stochastic effective linear model under restricted conditions. The characterization for linear estimators of stochastic regression coefficients and parameters to be admissible in the homogeneous and non-homogeneous linear classes are obtained under quadric loss function.