| 一般岭估计与BLUE的一个新的相对效率 |
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| 引用本文： | 周小双,张明峰.一般岭估计与BLUE的一个新的相对效率[J].德州学院学报,2008,24(6):21-22. |
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| 作者姓名： | 周小双 张明峰 |
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| 作者单位： | 德州学院教学系,山东德州,253023 |
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| 摘 要： | 考虑了Gauss—Markov模型中未知参数向量p的最佳线性无偏估计的改进问题，对一般岭估计与BLUE进行了比较，给出了一般岭估计与BLUE的一种新的相对效率e，并导出了e的下界．
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| 关 键 词： | 最佳线性无偏估计 一般岭估计 相对效率 离差阵 下界 |
New Relative Efficiency of General Ridge Estimator and BLUE in Linear Regression Model |
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| ZHOU Xiao-shuang,ZHANG Ming-feng.New Relative Efficiency of General Ridge Estimator and BLUE in Linear Regression Model[J].Journal of Dezhou University,2008,24(6):21-22. |
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| Authors: | ZHOU Xiao-shuang ZHANG Ming-feng |
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| Institution: | ZHOU Xiao-shuang,ZHANG Ming-feng(Department of Mathematics,Dezhou University,Dezhou Sh,ong 253023,China) |
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| Abstract: | In this paper we consider the improving of of unknown parameters vector in model,compare the advantages and disadvantages of general ridge estimator and of,give out a new relative efficiency of general ridge estimator and,also we obtain its lower bound. |
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| Keywords: | the best linear unbiased estimator general ridge estimator relative efficiency deviation matrix lower bound |
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