奇异线性模型最小二乘估计的相对效率

The Relative Efficiency of Least Squares Estimator in the Sigular Linear Model

刘爱义、王松桂在文[1]中提出了线性模型未知参数的最小二乘估计的一种新的相对效率.本文将在奇异线性模型下,研究最小二乘估计的相对效率的下界。

In the article[1],Liu and Wang gave a relative efficiency of the least squares estimator of un- know parameter in linear model.This paper has studied its lower bownd of relative efficiency under the condition of singular linear model.