受椭球约束回归系数在矩阵损失下的线性minimax估计

Linear Minimax Estimation in Regression Coefficient with Ellipsoidal Constraints Under Matrix Loss Function

讨论了参数受椭球约束的线性模型Y＝Xβ＋ζ的可估参数向量Sβ，在矩阵损失下的齐次线性minimax估计，得到了一个齐次线性minimax估计类。

A class of homogeneous minimax linear estimators for the estimable parameter vector Sa is obtained with ellipsoidal constraints under matrix loss function.