带有不完全椭球约束的多元线性模型中参数的线性容许估计

Linear Ademissible Estimator In Multivariate Linear Models With Respect to An Incomplete Ellipsoidal Restriction

本文讨论了多元线性模型在椭球约束 : ′N ≤σ2 Im ,N≥ 0参数的线性估计的可容许性。在二次损失下 。

In this paper, we discuss the admissibility in multivariate linear models where considered regression parameter varies in an incomplete ellipoia(?:?′N?≤σ 2Im, N≥O),under the quadratic loss,the linear admissible estimator is characterized.