线性模型最优线性无偏预测的一种相对效率

The Relative Efficiency of the Best Linear Unbiased Prediction in Linear Model

本文得到了一般线性模型中最优线性无偏预测的优良性,并研究了最优线性无偏预测和简单投影预测的一种相对效率。

In this paper,the property of the best linear unbiased prediction is obtained under general linear models with arbitrary rank.Furthermore,we give the relative efficiency of two predictors with respect to V〉0 and rank（X）=p.