|
| 摘要: |
| 对于奇异线性模型,引入了参数β的最小二乘估计相对于最佳线性无偏估计的一种新的相对效率,给出了与其他两种相对效率的关系,导出了该效率的上下界. |
| 关键词: 奇异线性模型 最小二乘估计 最佳线性无偏估计 相对效率 |
| DOI： |
| 分类号:O212.1 |
| 基金项目:安徽省高校自然科学基金 |
|
| The relative efficiency of the least square estimation in singular linear model |
|
WANG Hui
|
| Abstract: |
| In this paper,a kind of new relative efficiency is introduced to measure parameter's least square estimator in singular linear model,its relation to another two kinds of efficiency is given,and the lower bound and upper bound of the relative efficiencies |
| Key words: singular linear model,least-square estimator,best-linear unbiased estimator,relative efficiency, |
