平衡损失下约束线性回归模型中回归系数的可容许估计

ALL ADMISSIBLE ESTIMATIONS OF REGRESSION COEFFICIENT IN RESTRICTED LINEAR MODEL UNDER BALANCED LOSS FUNCTION

本文在平衡损失函数下得到等式约束模型中回归系数在齐次(非齐次)估计类中存在可容许估计的充要条件,给出带有不完全椭球约束模型中回归系数的线性估计在一切估计类中为可容许估计的充要条件.

In this paper, we study the admissibility of linear estimator of regression coefficient in the restricted linear model under balanced loss function. The necessary and sufficient condition that a linear estimation is admissible in the class of linear estimation are given. At the same time, we obtain the necessary and sufficient condition that a linear estimation of regression coefficient in linear model with respect to an incomplete ellipsoidal restriction is admissible among the class of estimations.