一般广义岭估计的效率上界

On the Upper Bound about Relative Efficiency of Generalized Ridge Estimation

考察一般Gauss-Markov模型中未知参数向量的最优线性无偏估计的改造问题,讨论了方兴等人提出的最优化无偏估计的一种估计的相对效率,把该文中给出的一般岭估计的相对效率的上界,推广到一般广义岭估计的相对效率的上界.

The problem of improving best linear unbiased estimate is considered in the Gauss-Markoff model,and we discuss the relative efficiency of best unbiased estimation studied by Fang Xing. Furthermore the upper bound about relative efficiency of general ridge estimation in the paper is extended the upper bound about relative efficiency of the generalized ridge estimation.