也谈带约束的回归系数的线性估计的可容许性

Another Remark on Admissible Linear Estmators in Restricted Linear Models

本文针对带齐次线性等式约束的线性模型(Y,Xβ,σ~2Γ,Γ≥0,Hβ=0),给出了回归系数 Sβ的估计 LY+α在线性估计类中可容许的充要条件,发展了《高校应用数学学报》1991;6(1)发表的“带约束的回归系数的线性估计的可容许性”一文中的主要结果,而且证明方法更加简单.

In this note the restricted linear model(y,Xβ,σ~2V,V≥0,Hβ=0)is discusscd.Under this model,a sufficient and necessary condition is established for a linear estimator to be admissible a- mong the set of all linear estimators.The main result in the paper“Admissible Linear Estimators in Restricted Linear Models”(in 1991;(6)of Applied Mathematics-A Journal of Chinese Universities)is generalized and the method used here is simpler than that in the paper mentioned above.