论文标题
固定X案例线性模型中的均衡标准
The Equivariance Criterion in a Linear Model for Fixed-X Cases
论文作者
论文摘要
在本文中，我们探讨了对线性模型中使用固定X进行估算的线性标准的用法，并扩展了模型以允许多个群体，从而导致更大的转换组。系数载体和协方差矩阵的最小风险模棱两可的估计值是通过最大不变剂得出的，这与早期的工作一致。本文是对线性模型中对数字标准的早期探索。
In this article, we explored the usage of the equivariance criterion in linear model with fixed-X for the estimation and extended the model to allow multiple populations, which, in turn, leads to a larger transformation group. The minimum risk equivariant estimators of the coefficient vector and the covariance matrix were derived via the maximal invariants, which was consistent with earlier works. This article serves as an early exploration of the equivariance criterion in linear model.
