Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models

doi:10.1016/S0047-259X(03)00058-7

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	Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models
	Yang, GQ ; Wu, QG
	2004
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	88 期号:1 页码:76-88
摘要	This paper studies the existence of the uniformly minimum risk unbiased (UMRU) estimators of parameters in a class of linear models with an error vector having multivariate normal distribution or t-distribution, which include the growth curve model, the extended growth curve model, the seemingly unrelated regression equations model, the variance components model, and so on. The necessary and sufficient existence conditions are established for UMRU estimators of the estimable linear functions of regression coefficients under convex losses and matrix losses, respectively. Under the (extended) growth curve model and the seemingly unrelated regression equations model with normality assumption, the conclusions given in the literature can be derived by applying the general results in this paper. For the variance components model, the necessary and sufficient existence conditions are reduced as terse forms. (C) 2003 Elsevier Science (USA). All rights reserved.
关键词	multivariate normal distribution multivariate t-distribution convex loss matrix loss uniformly minimum risk unbiased estimator
DOI	10.1016/S0047-259X(03)00058-7
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000187785400005
出版者	ACADEMIC PRESS INC ELSEVIER SCIENCE
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/19508
专题	中国科学院数学与系统科学研究院
通讯作者	Wu, QG
作者单位	1.Chinese Acad Sci, Inst Syst Sci, Beijing 100080, Peoples R China 2.No Jiaotong Univ, Beijing 100044, Peoples R China
推荐引用方式 GB/T 7714	Yang, GQ,Wu, QG. Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2004,88(1):76-88.
APA	Yang, GQ,&Wu, QG.(2004).Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models.JOURNAL OF MULTIVARIATE ANALYSIS,88(1),76-88.
MLA	Yang, GQ,et al."Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models".JOURNAL OF MULTIVARIATE ANALYSIS 88.1(2004):76-88.