摘要
针对矩阵风险，给出了矩阵估计量的多种优良性准则．在这些准则下，得到了带有线性约束的多元回归系数的线性估计是可容许的充要条件，进而由于不同的线性约束所引起的可容许的估计类的不同，我们得到了不同的估计类之间的一种刻划。
In this paper, we give definition of admissibility relative to different optimality criteria,then obtain the necessary and sufficient conditions for a linear estimator to be admissible among the class of linear estimator under restricted multivariate regression model. Moreover the characterization of different admissible estimator class is found.
关键词
优良性准则
限制性多元回归模型
线性估计
可容许性
optimality criteria
restricted multivarilate regression model
linear estimator
admissibility
