摘要
本文讨论了向量损失函数下参数估计的可容许与在常用损失函数下可容许之间的关系 ,并研究了在一元线性模型、多元线性模型中参数估计在特定估计类及一切估计类中的可容许性 ,给出了估计可容许的一些充要条件和充分条件 .
The paper discusses the relation between the admissibility of a parameter estimator under vector loss function and that under some common loss functions.It also makes a study of the admissibility among the given estimator class and the general class for the general linear model , muti linar model under vector loss function. Some sufficient and necessary conditions or some sufficient conditions are gained, respectively.
出处
《经济数学》
2004年第4期347-354,共8页
Journal of Quantitative Economics
基金
湖南省教育厅基金资助项目 .
