Necessary and sufficient conditions for the existence of the UMRE estimator in growth curve models

被引：0

作者：

吴启光

机构：

[1] Institute of Systems Science

[2] Chinese Academy of Sciences

[3] Beijing

来源：

ScienceinChina,SerA. | 1995年 / Ser.A.1995卷 / 03期

关键词：

D O I：

暂无

中图分类号：

O151.21 [矩阵论];

学科分类号：

摘要：

<正> The necessary and sufficient conditions are derived for the existence of the uniformly minimum risk equivariant (UMRE) estimator of regression coefficient matrix in normal growth carve models with arbitrary covariance matrix or uniform oovananoe structure or serial covariance structure under an affine group and a transitive group of transformations for quadratic losses and matrix losses, respectively.

引用

页码：287 / 297

页数：11

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