多元回归系数线性估计的可容许性

ADMISSIBILITY FOR LINEAR ESTIMATES ON MULTIVARIATE REGRESSION COEFFICIENTS

In this paper, we discuss the admissibility for linear estimates on multivariate regression coefficients. Six definitions for admissibility from different form are given. We prove that they are identical in the class of homogenous linear estimates, and get a necessary ann sufficient condition for their common admissible estimate. However, in the class of nonhomogeneous linear estimates, the above fact is not right. But they can be dividea into three identical subclasses, and a necessary and sufficient condition for admissible estimates on each sabclass are obtained.