不完全椭球约束下多指标线性模型中的可容许线性估计

Admissible Linear Estimation in a Multivariate Linear Model with Respect to an Incomplete Ellipsoidal Restriction

分别在二次损失及矩阵损失下，在齐次及一般线性估计类中，求出了带不完全椭球约束的多指标线性模型的线性估计是可容许的充要条件，推广了［１～５］的结果，丰富了这方面的内容．

This paper gives the necessary and sufficient conditions for linear estimations to be admissible in a multivariate linear model with respect to an incomplete ellipsoidal restriction among linear estimator class LH and LI, under the quadratic loss and matrix loss, respectively. This extends the results given by [1-5].