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admissibilitiesoflinearestimatorinaclassoflinearmodelswithamultivariateterrorvariable
Yang Guoqing1; Wu Qiguang2
2010
Source Publicationsciencechinamathematics
ISSN1674-7283
Volume53Issue:8Pages:2011
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
Language英语
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/37253
Collection中国科学院数学与系统科学研究院
Affiliation1.同济大学
2.中国科学院数学与系统科学研究院
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.
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