KMS Of Academy of mathematics and systems sciences, CAS
| Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models | |
| Yang, GQ; Wu, QG | |
| 2004 | |
| Source Publication | JOURNAL OF MULTIVARIATE ANALYSIS
 |
| ISSN | 0047-259X |
| Volume | 88Issue:1Pages:76-88 |
| Abstract | 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. |
| Keyword | multivariate normal distribution multivariate t-distribution convex loss matrix loss uniformly minimum risk unbiased estimator |
| DOI | 10.1016/S0047-259X(03)00058-7 |
| Language | 英语 |
| WOS Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000187785400005 |
| Publisher | ACADEMIC PRESS INC ELSEVIER SCIENCE |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/19508 |
| Collection | 中国科学院数学与系统科学研究院 |
| Affiliation | 1.Chinese Acad Sci, Inst Syst Sci, Beijing 100080, Peoples R China 2.No Jiaotong Univ, Beijing 100044, Peoples R China |
| Recommended Citation 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. |
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