Font Size: a A A

Admissibility And General Admissibility Of Estimators In Linear Models With Respect To Several Constraints

Posted on:2011-09-15Degree:MasterType:Thesis
Country:ChinaCandidate:G K LiuFull Text:PDF
GTID:2120330338486067Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
In this paper, the admissibility and general admissibility of linear estimators in general multivariate growth curve model with respect to constraints among homogeneous linear estimators and non-homogeneous linear estimators are considered. A lot of theoretical results are obtained. This total is divided into five parts. In the summary section, a simple linear model gives estimates to allow the development of history and the development of the situation at home and abroad, and gives the overview section of this paper is to be the main research In the first chapter, a simple review about the basic matrix knowledge of linear model is given ,and the admissibility and general admissibility of the linear function model 2(Yi,A0,A1X,σi2Σ(?)V)with incomplete ellipsoid constraints X'A'1'NA1X≤σi2Σ(?) is also known. In the second chapter, we study the growth curve model X'A'1'NA1X≤σi2Σ(?) with respect to the constraints X'A'1'NA1X≤σi2Σ(?), the necessary and sufficient conditions of linear estimators of regression coefficients SXT in the class of homogeneous linear estimators and non-homogeneous linear estimators are gained,under the matrix loss function see some theorem 2.2.1-2.2.2. In the third chapter, under the quadratic loss function, we characterize the admissibility of of homogeneous linear estimators about multivariate growth curve model with respect to the same incomplete ellipsoidal constraints and the dual constraints BX = C, see theorem 3.1.1-3.1.3; and finally in the fourth chapter, the necessary and sufficient conditions of linear estimators of regression coefficients and parameters in multivariate linear model with inequality constrained trRi′A2Θ≥0, see theorem 4.1.1-4.1.3.Also the same to multivariate linear model with equality constrained NA2Θ= 0,see theorem 4.2.1-4.2.1.
Keywords/Search Tags:growth curve model, inequality constraint, quadratic loss, matrix loss, admissibility, general admissibility, equality constraint
PDF Full Text Request
Related items