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增长曲线模型中协差阵的MINQE(U,NND)与UMVNNQUE
MINQE(U, NND) and UMVNNQUE of Covariance Matrix in Growth Curve Model
【摘要】 本文对任给定的非负定阵C≠0,给出了Tr(C∑)的UMVNNQUE(一致最小方差非负二次无偏估计)存在的充要条件,证明了Tr(C∑)的UMVNNQUE存在的充要条件恰是Tr(C∑)的MINQE(U,NND)(最小模二次无偏非负估计)成为Tr(C∑)的UMVNNQUE的充要条件,且在UMVNNQUE存在时,具体给出了Tr(C∑)的UMVNNQUE,它恰是Tr(C∑)的MINQE(U,NND)。
【Abstract】 In this paper, for any given matrix C(0 ≠ C ≥ 0), we consider the nonegative estimation of liner estimable function Tr(C∑) of the covariance matrix S, and obtain the n. s. condition for the MINQE(U, NND) of Tr(C∑)to be also its UMVNNQUE, and prove that it is exactly the n.s. condition for Tr((7I7)’s UMVNNQUE to exist. Moreover, we give concretely Tr(C∑)’s UMVNNQUE (provided a UMVNNQUE exists), it is just the MINQE(U.NND) of Tr(C∑).
【关键词】 增长曲线模型;
MINQE(U,NND);
UMVNNQUE;
- 【文献出处】 应用概率统计 ,Chinese Journal of Applied Probability and Statisties , 编辑部邮箱 ,1996年02期
- 【分类号】O211.62
- 【下载频次】35