admissibilitiesoflinearestimatorinaclassoflinearmodelswithamultivariateterrorvariable

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	admissibilitiesoflinearestimatorinaclassoflinearmodelswithamultivariateterrorvariable
	Yang Guoqing 1; Wu Qiguang 2
	2010-01-01
发表期刊	sciencechinamathematics
ISSN	1674-7283
卷号	53 期号:8 页码:2011
摘要	This 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
语种	英语
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/37253
专题	中国科学院数学与系统科学研究院
作者单位	1.同济大学 2.中国科学院数学与系统科学研究院
推荐引用方式 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.