方差分量非负二次估计可容许性的一个必要条件
A Necessary Condition of Admissibility of Variance-component Nonnegative Quadratic Estimators
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摘要: 本文讨论了方差分量线性模型中方差分量线性和估计量的可容许性,将文献1、2中N=1的结果推广到多个情形,得到了一个必要条件。Abstract: Considering a variance-component model Y=Xβ+U1ε1+U2ε2+…+UNεN,we give a necessary condition for the nonnegative quadratic estimator Y'AY for to be admissible under some conditions.
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