Some Results on Parameter Estimation in Linear Models With Prior Information

被引：0

作者：

吴启光

臧传博

机构：

[1] Beijing 100080. PRC

[2] Institute of Systems Science Academia Sinica

[3] Institute of Systems Science Academia Sinica

来源：

Chinese Science Bulletin | 1993年 / 16期

基金：

中国国家自然科学基金;

关键词：

mixed regression estimator; least squares estimator; uniformly minimum risk unbiased estimator; minimax estimator;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Consider the linear model Y=Xβ+e; e～N(0, σ~2I). (1) where X is a known n×p matrix of rank p<n; β∈R~p and σ>0 are parameters. Assume that prior information about β in the form U=Hβ+ε (2) is available. Here H is a known k×p matrix. and H≠0; ε～N(0, W); W is known and positive definite symmetric. Assume also that e and ε are independent.

引用

页码：1321 / 1324

页数：4