| 一般Gauss—Markov模型下最小二乘估计是最佳估计的充要条件 |
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| 引用本文： | 林春土.一般Gauss—Markov模型下最小二乘估计是最佳估计的充要条件[J].数学研究与评论,1993,13(3):433-436. |
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| 作者姓名： | 林春土 |
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| 作者单位： | 浙江大学 杭州310027 |
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| 摘 要： | In this paper, we discuss the decomposition of the space μ(X : V) and the invariance with respect to the choice of a generalized inverse of matrix X in the general Gauss-Markov model. In Theorem 1, we give necessary and sufficient conditions for the least squares estimator Pxy = BLUE(Xβ) under the general Gauss-Markov model M = {y,Xβ,σ2V}. In Theorem 2, we prove that Pxy= BLUE(Xβ) under model M and invariant with respect to the choice of a generalized inverse of matrix X are equivalent.
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| 关 键 词： | GM模型 最小二乘估计 最佳估计 |
| 收稿时间： | 1991/4/15 0:00:00 |
| 修稿时间： | 1993/4/14 0:00:00 |
Necessary and Sufficient Conditions for the Least Squares Estimator to Be the Best Linear Unbiased Estimator in the General Gauss- Markov Model |
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| Lin Chuntu.Necessary and Sufficient Conditions for the Least Squares Estimator to Be the Best Linear Unbiased Estimator in the General Gauss- Markov Model[J].Journal of Mathematical Research and Exposition,1993,13(3):433-436. |
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| Authors: | Lin Chuntu |
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| Institution: | Dept. of Math.; Zhejiang Univ.; Hangzhou |
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