广义岭估计及其相对效率

The Generalized Ridge Estimate and Relative Efficiency

讨论了一般Gauss-Markoff模型中未知参数的广义岭估计,并证明了其优良性,比较了三种估计的分别基于方差和均方误差的相对效率,并给出了它们的上下界。

The generalized ridge estimate is proposed in general Gauss-Markoff model and its optimal property is shown. Furthermore, the relative efficiencies of three estimates were given based on mean square error and covariance, respectively, and their lower or upper bounds are given.