摘要
在二次损失情况下,研究一般增长曲线模型中未来观察值线性预测的泛容许性.根据线性可预测变量泛容许预测的定义,得到了齐次线性预测和非齐次线性预测在对应的线性预测类中是泛容许预测时的充分必要条件.
General admissibility of linear predictor of future observations in growth curve model under quadratic loss function is investigated.According to the definition for general admissible predictor of a linear predictable variable, the necessary and sufficient conditions for a linear predictable variable to be general admissible in the class of homogeneous linear predictor and the class of inhomogeneous linear predictors are established respectively.
出处
《汕头大学学报(自然科学版)》
2008年第4期8-15,共8页
Journal of Shantou University:Natural Science Edition
关键词
泛容许性
线性预测
增长曲线模型
损失函数
general admissibility
linear predictor
growth curve model
loss function