具有均匀协方差结构的误差方差非负二次估计的可容许性

Admissibility of Nonnegative Quadratic Estimate of Error Variance in a Linear Model with Uniform Covariance Structure

在二次损失函数下,研究了线性模型中具有均匀协方差结构的误差方差非负二次估计的可容许性,给出了设计矩阵为1向量时,估计可容许的充要条件。

Under the quadratic loss function, the admissibility of nonnegative quadratic estimate of error variance in a linear model with uniform covariance structure is studied, some sufficient and necessary con- ditions of admissibility of an estimator are gained when the designed matrix is an n×1 vector with only 1 element.