随机效应线性模型在不等式约束下的可容许估计

Admissible estimates of the stochastic effective linear model under the inequality constraints

本文研究了一般的Gauss-Markov(简记G-M)线性模型(Y,Xβ,σ2 V),其中V≥0已知,获得了不等式Rβ≮0约束以及矩阵损失函数下非齐次线性估计可容许的充要条件.

The paper studies the linear model （Y,Xβ,σ2V）with the inequality constraint Rβ≮0 whereV≥0 is known.Under matrix loss function,the necessary and sufficient condition for estimators admissible among inhomogeneous class is present.