Admissibilities of linear estimator in a class of linear models with a multivariate t error variable
文献类型：期刊论文
| 作者 | Yang GuoQing1; Wu QiGuang2 |
| 刊名 | SCIENCE CHINA-MATHEMATICS
 |
| 出版日期 | 2010-08-01 |
| 卷号 | 53期号:8页码:2011-2019 |
| 关键词 | multivariate t distribution convex loss quadratic loss matrix loss admissible estimator |
| ISSN号 | 1674-7283 |
| DOI | 10.1007/s11425-010-4050-3 |
| 英文摘要 | 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 beta 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 beta 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 beta. |
| 资助项目 | National Natural Science Foundation of China[10871146] ; National Natural Science Foundation of China[10771015] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000281011200010 |
| 出版者 | SCIENCE PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/10134]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Yang GuoQing |
| 作者单位 | 1.Tongji Univ, Dept Math, Shanghai 200092, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Yang GuoQing,Wu QiGuang. Admissibilities of linear estimator in a class of linear models with a multivariate t error variable[J]. SCIENCE CHINA-MATHEMATICS,2010,53(8):2011-2019. |
| APA | Yang GuoQing,&Wu QiGuang.(2010).Admissibilities of linear estimator in a class of linear models with a multivariate t error variable.SCIENCE CHINA-MATHEMATICS,53(8),2011-2019. |
| MLA | Yang GuoQing,et al."Admissibilities of linear estimator in a class of linear models with a multivariate t error variable".SCIENCE CHINA-MATHEMATICS 53.8(2010):2011-2019. |
入库方式： OAI收割
来源：数学与系统科学研究院
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