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具有均匀协方差结构的误差方差非负二次估计的可容许性
引用本文:任行者,赵建昕. 具有均匀协方差结构的误差方差非负二次估计的可容许性[J]. 中国海洋大学学报(自然科学版), 2010, 40(2)
作者姓名:任行者  赵建昕
作者单位:海军潜艇学院,山东,青岛,266071
基金项目:国家高技术研究发展计划(863计划) 
摘    要:在二次损失函数下,研究了线性模型中具有均匀协方差结构的误差方差非负二次估计的可容许性,给出了设计矩阵为1向量时,估计可容许的充要条件。

关 键 词:线性模型  均匀协方差结构  误差方差  二次估计  可容许性

Admissibility of Nonnegative Quadratic Estimate of Error Variance in a Linear Model with Uniform Covariance Structure
REN Xing-Zhe,ZHAO Jian-Xin. Admissibility of Nonnegative Quadratic Estimate of Error Variance in a Linear Model with Uniform Covariance Structure[J]. Periodical of Ocean University of China, 2010, 40(2)
Authors:REN Xing-Zhe  ZHAO Jian-Xin
Affiliation:REN+Xing-Zhe,ZHAO+Jian-Xin(Navy+Submarine+Academy,Qingdao+266071,China)
Abstract:Under the quadratic loss function, the admissibility of nonnegative quadratic estimate of error variance in a linear model with uniform covariance structure is studied, some sufficient and necessary conditions of admissibility of an estimator are gained when the designed matrix is an n×1 vector with only 1 element.
Keywords:linear model  uniform covariance structure  error variance  quadratic estimate  admissibility
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