矩阵损失下线性估计可容许性的注记

Notes on Admissibility of Linear Estimators under Matrix Loss Function

研究矩阵损失下线性模型中线性估计的可容许性,利用矩阵论的相关知识给出了齐次线性估计类和非齐次线性估计类中可容许估计的新刻画,并举例说明所给条件更易于应用.

We investigated the admissibility of linear estimators in a linear model under matrix loss function.Based on the thoery of matrix,some new necessary and sufficient conditions for a linear estimator to be admissible in the class of linear estimators were obtained.The new conditions are demonstrated to be much easier to verify and to apply via an example.