最小范数二次无偏估计与最小方差二次无偏估计的关系

Minimum Norm Quadratic Unbiased Estimators And Minimum Variance Quadratic Unbiased Estimators

本文给出了当V0 ≥ 0时 ,c′σ2 在混合模型M =( y ,Xβ ,Uξ,σ20 V0 )下的最小范数二次无偏估计的表达式及其证明 ;得到了当 y服从正态分布时 ,c′σ2 的最小范数二次无偏估计与其最小方差二次无偏估计之间的关系。

In this paper, we give the formula for minimum norm quadratic unbiased estimator of c′σ2 and its proof under the mixed model M=(y,Xβ,Uξ,σ2 0V 0) with V 0≥0; and obtain the relation between minimum norm quadratic unbiased estimator and minimum variance quadratic unbiased estimator of c′σ2.