The necessary and sufficient conditions are derived for the existence of the uniformly minimum risk equivariant (UMRE) estimator of regression coefficient matrix in normal growth carve models with arbitrary covariance...The necessary and sufficient conditions are derived for the existence of the uniformly minimum risk equivariant (UMRE) estimator of regression coefficient matrix in normal growth carve models with arbitrary covariance matrix or uniform oovananoe structure or serial covariance structure under an affine group and a transitive group of transformations for quadratic losses and matrix losses, respectively.展开更多
基金Project supported by the National Natural Science Foundation of China.
文摘The necessary and sufficient conditions are derived for the existence of the uniformly minimum risk equivariant (UMRE) estimator of regression coefficient matrix in normal growth carve models with arbitrary covariance matrix or uniform oovananoe structure or serial covariance structure under an affine group and a transitive group of transformations for quadratic losses and matrix losses, respectively.
