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LSE相对于一般广义岭估计的效率下界
引用本文:陈争鸣,王平华.LSE相对于一般广义岭估计的效率下界[J].三明学院学报,2007,24(2):127-128,133.
作者姓名:陈争鸣  王平华
作者单位:泉州师范学院,数学系,福建,泉州,362000
摘    要:考察一般Gauss-Markov模型中未知参数向量β的估计的改造问题,进一步讨论了方兴等人提出的一种估计的相对效率,对其部分结果进行推广,得到LSE相对于一般广义岭估计的效率的下界.

关 键 词:最小二乘估计(LSE)  广义岭估计  效率  下界
文章编号:1673-4343(2007)02-0127-02
修稿时间:2007-02-01

The Lower Bound of Efficiencies of LSE with Respect to the General Ridge Estimate
CHEN Zheng-ming,WANG Ping-hua.The Lower Bound of Efficiencies of LSE with Respect to the General Ridge Estimate[J].Journal of Sanming University,2007,24(2):127-128,133.
Authors:CHEN Zheng-ming  WANG Ping-hua
Institution:Department of Mathematics, Quanzhou Normal College, Quanzhou 362000, China
Abstract:The problem of the best linear unbiased estimate in the general Gauss-Markov model is considered. The relative efficiency of the estimate proposed by Fangxing is generalized and the lower bound of efficiencies of linear unbiased estimate with respect to the general ridge estimate is obtained.
Keywords:least squares estimate  generalized ridge estimate  relative efficiency  lower bound  
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