平衡损失下回归系数的线性容许估计

Linear Admissible Estimators of Regression Coefficient Under Balanced Loss

该文在平衡损失函数下 ,研究线性模型中回归系数的线性容许估计 ,得到了充要条件 .结果表明 。

In this paper, we study the admissibility of linear estimators of regression coefficient in linear model under balanced loss function. The necessary and sufficient condition that a linear estimator is admissible among linear estimator class is given. It shows that linear admissible estimators are also balance of estimators.