| 二次损失下一般的回归系数线性估计的容许性 |
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| 引用本文： | 徐兴忠. 二次损失下一般的回归系数线性估计的容许性[J]. 中国海洋大学学报(自然科学版), 1993, 0(3) |
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| 作者姓名： | 徐兴忠 |
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| 作者单位： | 青岛海洋大学应用数学系 |
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| 摘 要： | 本文研究线性模型中一般的回归系数的估计问题,用统计决策函数理论中容许性准则,讨论了线性估计的优良性,通过将一般的非可估回归系数转化成可估的情形,得到了一个线性估计在线性估计类中是容许估计的充分必要条件。
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| 关 键 词： | 线性模型 回归系数 二次损失 线性估计 容许性 |
ADMISSIBILITY OF LINEAR ESTIMATORS OF GENERAL REGRESSIONAL COEFFICIENTS UNDER QUADRATIC LOSS |
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| Xu Xingzhong. ADMISSIBILITY OF LINEAR ESTIMATORS OF GENERAL REGRESSIONAL COEFFICIENTS UNDER QUADRATIC LOSS[J]. Periodical of Ocean University of China, 1993, 0(3) |
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| Authors: | Xu Xingzhong |
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| Affiliation: | Department of Applied Mathemtics |
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| Abstract: | In this paper,we study the problem of estimating the general regressional coefficients in a linear model. We discuss the goodness of linear estimates with criterion of ad-missibility in the theory of statistical decision function. By changing the general regressional coefficients into estimable one, we get the sufficient and necessary conditions that a linear estimator is admissible among linear estimators under quadratic loss. |
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| Keywords: | Linear model regressional coeffcient quadratic loss linear estimate admis-sibility |
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