Title :
Minimax admissible estimate for multivariate linear model under matrix
Author :
Tian, Li ; Zhu, Xiao-lin ; Gao, Ting-ting ; Zhou, Jin-ming
Author_Institution :
Electr. Eng. Dept., Anhui Univ. of Technol. & Sci., Wuhu
Abstract :
Given a multivariate linear model, in this paper, under the matrix loss functions, the minimax admissible estimators of linear estimators multivariate regression coefficient is studied, we obtain the unique linear minimax admissible estimator of the linear estimators.
Keywords :
estimation theory; matrix algebra; minimax techniques; regression analysis; linear minimax admissible estimator; matrix loss function; multivariate linear model; multivariate regression coefficient; Automation; Electronic mail; Intelligent control; Mathematical model; Minimax techniques; Multivariate regression; Physics; Estimable Function; linear minimax estimate; matrix loss;
Conference_Titel :
Intelligent Control and Automation, 2008. WCICA 2008. 7th World Congress on
Conference_Location :
Chongqing
Print_ISBN :
978-1-4244-2113-8
Electronic_ISBN :
978-1-4244-2114-5
DOI :
10.1109/WCICA.2008.4594346
