矩阵损失下带约束的回归系数非齐次线性估计的Minimax可容许性的特征

The Minimax Admissibility Characterization of Nonhomogeneous Linear Estimates with Respect to Restricted Regression Coefficients under Matrix Loss Function

本文在矩阵损失下给出了带约束的回归系数线性估计在非齐次线性估计类中是Ｍｉｎｉｍａｘ可容许估计的充要条件．

In this paper, we consider the Minimax admissibility characterization of linear estimates with respect to restricted regression coefficient under a matrix loss function. The necessary and sufficient conditions are given for a linear estimates AY+c to be Minimax admissible in the class of nonhomogeneous linear estimates.