| 矩阵损失下一类相依回归模型中的可估函数的线性Minimax估计 |
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| 引用本文： | 靳志勇,娄妍.矩阵损失下一类相依回归模型中的可估函数的线性Minimax估计[J].华北水利水电学院学报,2007,28(5):93-95. |
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| 作者姓名： | 靳志勇 娄妍 |
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| 作者单位： | 华北水利水电学院,河南,郑州,450011 |
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| 摘 要： | 研究了相依回归模型(1)在改写为模型(2)后,对Cov(Y)=σ2(∑In)中σ2>0未知而∑>0已知时,在矩阵损失下给出一个线性可估函数SXβ的惟一线性Minimax估计.
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| 关 键 词： | 相依回归模型 矩阵损失 风险函数 线性Minimax估计 |
| 文章编号： | 1002-5634（2007）05-0093-03 |
| 修稿时间： | 2007-04-30 |
The Linear Minimax Estimators of Estimable Function in Seemingly Unrelated Regression Model under Matrix Loss |
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| JIN Zhi-yong,LOU Yan.The Linear Minimax Estimators of Estimable Function in Seemingly Unrelated Regression Model under Matrix Loss[J].Journal of North China Institute of Water Conservancy and Hydroelectric Power,2007,28(5):93-95. |
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| Authors: | JIN Zhi-yong LOU Yan |
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| Affiliation: | North China Institute of Water Conservancy and Hydroelectric Power,Zhengzhou 450011, China |
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| Abstract: | The seemingly unrelated regression model(1) converting into(2) is studied,under matrix loss,it is given a unique linear Minimax estimator of a linear estimable function SXβ,for Cov(Y)=σ2(∑In) when σ2>0 is unknown while ∑>0 is know. |
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| Keywords: | seemingly unrelated regression model matrix loss risk function linear Minimax estimator |
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