摘要
本文考虑似乎不相关回归方程组（ＳＵＲＥ）模型在设计阵不满秩情形下回归系数的一致最小风险同变（ＵＭＲＥ）估计给出仿射变换群。
In this paper,the existence of the Uniformly Minimum Risk Equivariant (UMRE) estimator of parameters in SURE model under some quadratic losses and matrix losses is studied when the rank of the design matrix is not full.The necessary and sufficient conditions for existence of the UMRE estimator of linearly estimable function vectors of regression coefficients under an affine group of transformations and a transitive group of transformartions are given respectively.
关键词
SURE模型
仿射变换群
参数估计
UMRE估计
and Phrases\ Affine Group of Transformations
Transitive Group of Transformations
Uniformly Minimum Risk Equivariant (UMRE) Estimator
Matrix Loss
Quadratic Loss
Seemingly Unrelated Regression Equations (SURE).
