Yang Guoqing1; Wu Qiguang2
Source Publicationsciencechinamathematics
AbstractThis paper discusses admissibilities of estimators in a class of linear models, which include the following common models: the univariate and multivariate linear models, the growth curve model, the extended growth curve model, the seemingly unrelated regression equations, the variance components model, and so on. It is proved that admissible estimators of functions of the regression coefficient β in the class of linear models with multivariate t error terms, called as Model II, are also ones in the case that error terms have multivariate normal distribution under a strictly convex loss function or a matrix loss function. It is also proved under Model II that the usual estimators of β are admissible for p ≤ 2 with a quadratic loss function, and are admissible for any p with a matrix loss function, where p is the dimension of β
Document Type期刊论文
Recommended Citation
GB/T 7714
Yang Guoqing,Wu Qiguang. admissibilitiesoflinearestimatorinaclassoflinearmodelswithamultivariateterrorvariable[J]. sciencechinamathematics,2010,53(8):2011.
APA Yang Guoqing,&Wu Qiguang.(2010).admissibilitiesoflinearestimatorinaclassoflinearmodelswithamultivariateterrorvariable.sciencechinamathematics,53(8),2011.
MLA Yang Guoqing,et al."admissibilitiesoflinearestimatorinaclassoflinearmodelswithamultivariateterrorvariable".sciencechinamathematics 53.8(2010):2011.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Yang Guoqing]'s Articles
[Wu Qiguang]'s Articles
Baidu academic
Similar articles in Baidu academic
[Yang Guoqing]'s Articles
[Wu Qiguang]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Yang Guoqing]'s Articles
[Wu Qiguang]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.