| 平衡损失下回归系数的最优线性无偏估计 |
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| 引用本文： | 朱辉,饶智勇,胡桂开. 平衡损失下回归系数的最优线性无偏估计[J]. 大学数学, 2010, 26(1) |
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| 作者姓名： | 朱辉 饶智勇 胡桂开 |
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| 作者单位： | 东华理工大学,数学与信息科学学院,抚州,344000 |
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| 基金项目： | 东华理工大学校长基金(DHXK0912) |
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| 摘 要： | 在平衡损失函数下得到了回归系数的最优线性无偏估计,结果表明平衡损失下的最优线性无偏估计就是线性模型中回归系数的最小二乘估计.
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| 关 键 词： | 回归系数 平衡损失函数 最优线性无偏估计 |
Best Linear Unbiased Estimation of Regression Coefficient under Balanced Loss Function |
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| ZHU Hui,RAO Zhi-yong,HU Gui-kai. Best Linear Unbiased Estimation of Regression Coefficient under Balanced Loss Function[J]. College Mathematics, 2010, 26(1) |
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| Authors: | ZHU Hui RAO Zhi-yong HU Gui-kai |
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| Affiliation: | College of Mathematics and Information Science;East China Insitute of Technology;Fuzhou 344000;China |
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| Abstract: | We obtain the best linear unbiased estimation of regression coefficient under balanced loss function.It shows that the best linear unbiased estimation is the least squares estimation of regression coefficient in linear model. |
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| Keywords: | regression coefficient balanced loss function best linear unbiased estimation |
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