General Admissibility for Linear Estimators of Multivariate Random Regression Coefficients and Parameters with Respect to a Restricted Parameter Set

This paper considers the linear model effected by random disturbance,Y=XB＋ε,where [B_ε]-（[AΘ_0],VΣ）,and ΘTATX TN XAΘ Σ.It gives a definition for general admissible estimator of a linear function SΘ ＋ GB of random regression coefficients and parameters.The necessary and sufficient conditions for LY...

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Bibliographic Details
Published in:Shanghai jiao tong da xue xue bao 2009-12, Vol.14 (6), p.742-746
Main Author: 肖爱玲 王志忠
Format: Article
Language:English
Subjects:
Architecture
Computer Science
Electrical Engineering
Engineering
Life Sciences
Materials Science
估计量
参数集
扰动影响
系数和
线性模型
非齐次线性估计
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Summary:This paper considers the linear model effected by random disturbance,Y=XB＋ε,where [B_ε]-（[AΘ_0],VΣ）,and ΘTATX TN XAΘ Σ.It gives a definition for general admissible estimator of a linear function SΘ ＋ GB of random regression coefficients and parameters.The necessary and sufficient conditions for LY and LY ＋ C to be general admissible estimators of SΘ ＋ GB in the class of both homogenous and non-homogenous linear estimators are obtained.The conclusion is not dependent of whether or not SΘ ＋ GB is estimable.
ISSN:1007-1172
1995-8188
DOI:10.1007/s12204-009-0742-7