【摘要】 定义了三种不同的Minimax估计.在矩阵损失下得到了方差分量模型的回归系数(分别是在齐次线性估计类和非齐次线性估计类中)的线性Minimax估计.结果表明,Minimax估计是压缩型估计.更多还原

【Abstract】 Three different linear minimax estimator were defined.Under matrix loss function,the correspondent linear minimax estimators of variance component model of coefficient are obtained in the class of homogeneous linear estimators and in the class of nonhomogenous linear estimators respectively .The results indicate that the linear minimax estimators are shrinked estimators.更多还原