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引用本文:邬吉波,杨虎.�ع�ϵ���ļ�Ȩ��Ϲ�������С���˹��Ƶ����Ч��[J].应用概率统计,2015,31(1):11-19.
作者姓名:邬吉波  杨虎
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摘    要:本文研究随机约束下线性回归模型中, 回归系数的加权混合估计与最小二乘估计的相对效率, 并且给出了相对效率的上下界限. 最后我们给出了一个例子来验证我们的理论结果.

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The Relative Efficiecnies of Weighted Mixed Estimator with Respect to Least Squares Estimator in Linear Regression Model
Wu Jibo,Yang Hu.The Relative Efficiecnies of Weighted Mixed Estimator with Respect to Least Squares Estimator in Linear Regression Model[J].Chinese Journal of Applied Probability and Statisties,2015,31(1):11-19.
Authors:Wu Jibo  Yang Hu
Institution:College of Mathematics and Statistics, Chongqing University; School of Mathematics and Finances, Chongqing University of Arts and Sciences
Abstract:The relative efficiency of the weighted mixed estimator with respect to least squares estimator is discussed in this paper. We also give the lower and upper bounds of those relative efficiencies. Finally, we give a numerical example to illustrate the theoretical results.
Keywords:
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