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摘要: 在二次损失函数下,作者研究了多元线性模型协方差矩阵的MINQUE估计和简单估计的比较问题,其中多元线性模型的设计矩阵和离散矩阵可以不满秩,得到了一个充分和必要条件。Abstract: This paper considers comparison of MINQUE and simple estimator of ∑ in the multivariate normal linear model Y~N(XB,∑⊙V) under the risk of squared loss function criterion, where the design matrix X need not have full rank and the dispersion matrix V can be singular. A necessary and sufficient condition is obtained.
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