摘要
其中 x、ε为 p 阶随机向量,A:p×q,q≤p 及 p×p 阶阵 G>0已知,β∈R^q 及σ~2>0是未知参数;若 Kβ可估(即 K 是满足μ(K)(?)μ(A′)的已知常数阵),C.R.Rao在二次损失函数:
In this paper,we consider the admissibility of linear estimate of regression coefficientsunder a matrix loss function for a Growth Curve Model.The necessary and sufficientcondition for a linear estimate of regression coefficients to be admissible among the class oflinear estimates is established.
出处
《应用数学学报》
CSCD
北大核心
1989年第4期456-465,共10页
Acta Mathematicae Applicatae Sinica
