General Optimality and General Admissibility of Linear Estimates on the Mean Matrix
谢民育, 张尧庭 · Chinese Science Bulletin · 1993
In this note, as an example, we introduoe a definition of general optimality in estimating a linear estimable function S_(k×p) (S' μ(X')) of the mean matrix in multivariate linear model: Y_(n×m)=X_(n×p) +e E(e)=0, Cov( )=σ~2U_(n×n) V_(m×m), n≥m. In general, the general optimality of a parametric matrix follows analogously. The above X, S, U≥0 and V≥0 (but V≠0) are known matrix, and σ~2>0 are unknown parameters, =(e_1', e_2', …, e_n')', where e_i is the ith row of e, U V denotes the Kronecker