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Two Multivariate Linear Model Estimation Problem

Posted on:2007-01-02Degree:MasterType:Thesis
Country:ChinaCandidate:G X XueFull Text:PDF
GTID:2190360182494711Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
In this paper, first we review briefly the element theory of multivariate linear model about the linear model, moreover, study the question of the linear estimates in multivariate linear model.Second, we study the Minimax property of estimable function DXB in the general multivariate normal linear model, obtain the Minimax estimators of the general estimable function DXB in the class that contains all the estimators and prove its the uniqueness (relevant uniqueness are understood under the meaning nearly everywhere).Finally, we introduce the notion for the general admissible estimates of the linearestimate S(?) + QB in multivariate random effect linear model and discuss the general admissibility of linear estimates S(?) + QB , obtain necessary and sufficient conditionthat LY (LY + F)is the general admissible estimates of the linear estimates S(?) + QB inthe classes of homogeneous(or nonhomogeneous) linear estimates.
Keywords/Search Tags:multivariate linear model, Quadratic loss, General admissible estimate, Minimax estimate, linear estimate, estimable function, Random effect
PDF Full Text Request
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