Admissible Linear Estimators of Multivariate Regression Coefficient with Respect to an Inequality Constraint under Balanced Loss Function
- ISSN号:2095-2651
- 期刊名称:《数学研究及应用:英文版》
- 时间:0
- 分类:O211.6[理学—概率论与数理统计;理学—数学] O224[理学—运筹学与控制论;理学—数学]
- 作者机构:[1]College of Mechanical and Electrical Engineering, Anhui Polytechnic University, Anhui 241000, P. R. China, [2]Department of Statistics, Anhui Normal University, Anhui 241000, P. R. China
- 相关基金:Supported by the National Natural Science Foundation of China (Grant No. 11201005), the Natural Science Foundation of Anhui Province (Grant Nos. 1308085QA13; 1208085MA11), the Key Project of Natural Science Foundation of of Universities in Anhui Province (Grant No. KJ2012A135) and the Key Project of Distinguished Young Talents of Universities in Anhui Province (Grant No. 2012SQRL028ZD).Acknowledgements We thank the anonymous referees for their wluable comments and sug- gestions which have improved the quality of this paper.
关键词:
多元线性回归系数, 不等式约束, 损失函数, 可容许估计, 多变量, 非齐次线性估计, 充分必要条件, admissibility, inequality constraint, balanced loss function, homogeneous (inhomogeneous) linear estimator.
中文摘要:
In this paper,the admissibility of multivariate linear regression coefcient with respect to an inequality constraint under balanced loss function is investigated.Necessary and sufcient conditions for admissible homogeneous and inhomogeneous linear estimators are obtained,respectively.
英文摘要:
In this paper, the admissibility of multivariate linear regression coefficient with respect to an inequality constraint under balanced loss function is investigated. Necessary and sufficient conditions for admissible homogeneous and inhomogeneous linear estimators are obtained, respectively.