| 最小二乘估计精度及其界限 |
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| 引用本文： | 杨虎.最小二乘估计精度及其界限[J].应用数学和力学,1990,11(11):1019-1025. |
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| 作者姓名： | 杨虎 |
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| 作者单位： | 重庆交通学院 |
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| 摘 要： | Puntanen提出用均方误差来度量最小二乘估计的精度,以后Styan,Rao等相继讨论了这种精度及其界限.本文考虑采用广义方差,从而引进了一种新的最小二乘估计精度的度量并讨论了它的界.
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| 关 键 词： | 精度 相对效率 均方误差 广义方差 矩阵微商 最佳线性无偏估计 |
The Inefficiency of the Least Squares Estimator and Its Bound |
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| Yang Hu.The Inefficiency of the Least Squares Estimator and Its Bound[J].Applied Mathematics and Mechanics,1990,11(11):1019-1025. |
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| Authors: | Yang Hu |
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| Abstract: | It was suggested by Pantanen1] that the mean squared error may be used to measure the inefficiency of the least squares estimator. Styan2] and Rao3] et al. discussed this inefficiency and its bound later. In this paper we propose a new inefficiency of the least squares estimator with the measure of generalized variance and obtain its bound. |
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| Keywords: | inefficiency relative efficiency mean squared error generalized variance matrix derivative best linear unbased estimator |
| 本文献已被 CNKI 维普 等数据库收录！ |
