【摘要】 研究等式约束模型中回归系数的线性Minimax估计问题.在改进Zellner提出的平衡损失函数的基础上,分析了齐次线性估计类中等式约束模型中回归系数线性估计损失风险的极大极小性,并得到了回归系数的线性Minimax估计;在适当的假设下,证明了回归系数线性Minimax估计的唯一性.更多还原

【Abstract】 In the paper,the linear Minimax estimation of regression coefficient was investigated in the equality constraint model.Firstly we improved the balanced loss function presented by Zellner,on the basis of that,the Minimax properties of linear estimation of regression coefficient in the equality constraint model in the class of homogeneous linear estimates were considered.The Minimax estimation was obtained.Under suitable hypotheses,we proved that the linear Minimax estimation of regression coefficient is unique.更多还原