| 一种有偏估计与最小二乘估计的两种新的相对效率 |
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| 引用本文： | 王慧.一种有偏估计与最小二乘估计的两种新的相对效率[J].大学数学,2010,26(1). |
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| 作者姓名： | 王慧 |
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| 作者单位： | 芜湖第一中学,数学组,安徽,芜湖,241000 |
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| 基金项目： | 安徽省高校自然科学研究重点项目(KJ2007A012) |
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| 摘 要： | 考察了线性回归模型的回归系数的一类有偏估计,在均方误差矩阵准则下将其与最小二乘估计(LSE)进行比较,导出了这类有偏估计相对于LSE的两种新的相对效率的上、下界.
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| 关 键 词： | 线性回归模型 最小二乘估计 有偏估计 相对效率 |
The New Relative Efficiencies of a Class of Biased Estimatior with Respect to Least Square Estimator |
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| WANG Hui.The New Relative Efficiencies of a Class of Biased Estimatior with Respect to Least Square Estimator[J].College Mathematics,2010,26(1). |
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| Authors: | WANG Hui |
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| Institution: | College of Mathematics and Computer Science;Anhui Normal University;Wuhu 241000;China |
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| Abstract: | We study a class of biased estimator in linear regression model,and compare it with respect to least square estimator in terms of mean square error matrix criterion.The lower bound and super bound of two relative efficiencies are obtained respectively. |
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| Keywords: | linear regression model least square estimator biased estimator relative efficiencies |
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