平衡损失下一般Gauss-Markoff模型中回归系数的非齐次线性可容许估计

Admissibility of Nonhomogeneous Linear Estimates of Regression Coefficient in a General Gauss-Markoff Model under Balanced Loss Function

提出了适用于一般Gauss-Markoff模型的平衡损失函数,并在该平衡损失下,研究了模型中回归系数的非齐次线性估计在非齐次线性估计类中的可容许性,得到了充要条件.

The balanced loss function applied to a general Gauss-Markoff model is proposed. The sufficient and necessary condition for nonhomogeneous linear estimator of regression coefficient be admissible in a class of nonhomogeneous linear estimates with the balanced loss function is obtained.