| 线性模型中加权混合估计相对于最小二乘估计的两种相对效率 |
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| 引用本文： | 李敏,邬吉波.线性模型中加权混合估计相对于最小二乘估计的两种相对效率[J].数学研究及应用,2016,36(1):109-116. |
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| 作者姓名： | 李敏 邬吉波 |
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| 作者单位： | 重庆文理学院数学与财经学院, 重庆 402160;重庆文理学院数学与财经学院, 重庆 402160; 重庆文理学院重庆市群与图的理论及应用重点实验室, 重庆 402160 |
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| 基金项目： | 国家自然科学基金青年基金资助项目(Grant Nos.11501072;11501254),重庆市自然科学基金资助项目(Grant No.cstc2015jcyjA00001),重庆市教委科学技术研究项目(Grant No.KJ1501114). |
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| 摘 要： | 本文提出了线性模型中加权混合估计相对于最小二乘估计的两种相对效率,并给出了这些相对效率的上下界.
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| 关 键 词： | 最小二乘估计 加权混合估计 相对效率 线性模型 |
| 收稿时间： | 2014/12/15 0:00:00 |
| 修稿时间： | 2015/10/12 0:00:00 |
Two New Relative Efficiencies of the Weighted Mixed Estimator with Respect to the Ordinary Least Squares Estimator in Linear Regression Models |
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| Min LI and Jibo WU.Two New Relative Efficiencies of the Weighted Mixed Estimator with Respect to the Ordinary Least Squares Estimator in Linear Regression Models[J].Journal of Mathematical Research with Applications,2016,36(1):109-116. |
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| Authors: | Min LI and Jibo WU |
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| Institution: | School of Mathematics and Finances, Chongqing University of Arts and Sciences, Chongqing 402160, P. R. China;School of Mathematics and Finances, Chongqing University of Arts and Sciences, Chongqing 402160, P. R. China; Key Laboratory of Group & Graph Theories and Applications, Chongqing University of Arts and Sciences, Chongqing 402160, P. R. China |
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| Abstract: | In this paper, we present two relative efficiency of the weighted mixed estimator in respect of least squares estimator. We also derive the lower and upper bounds of those relative efficiencies. |
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| Keywords: | ordinary least squares estimator weighted mixed estimator relative efficiency linear regression models |
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