广东工业大学学报 ›› 2010, Vol. 27 ›› Issue (1): 16-17.

• 综合研究 • 上一篇    下一篇

平衡损失下回归系数的线性可容许性

  

  1. 广东工业大学应用数学学院,广东广州5100006
  • 出版日期:2010-03-25 发布日期:2010-03-25

Linear Admissibility of Regression Coefi cient Under Balanced Loss Functions

  1. Faculty of Applied Mathematics,Guangdong University of Technology,Guangzhou 510006,China
  • Online:2010-03-25 Published:2010-03-25

摘要: 在平衡损失函数下研究线性模型中回归系数的线性容许估计,得到了回归系数的估计在平衡损失下为可容许估计的充分必要条件.

关键词: 线性模型;二次损失;可容许性;平衡损失

Abstract: It studies the admissibility of linear estimators of regression coeficients in linear models under balanced loss fonctions.and gives the necessary and suffieient conditions for a linear estimator that is admissible.

Key words: linear model;Quadratic loss;admissibility;balanced loss functions

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