矩阵损失下多元回归系数线性估计的Minimax可容许性的特征

陈清平;谢民育

THE MINIMAX ADMISSIBILITY CHARACTERIZATION OF LINEAR ESTIMATES OF MULTIVARIATEREGRESSION COEFFICIENT UNDER MATRIXLOSS FUNCTION

CHEN QING-PING;XIE MIN-YU

系统科学与数学 . 1995, (1): 24 -029 . DOI: 10.12341/jssms09138