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THE INEFFICIENCY OF LEASTSQUARES IN GAUSS-MARKOV ANDVARIANCE COMPONENT MODELS

THE INEFFICIENCY OF LEAST SQUARES IN GAUSS-MARKOV AND VARIANCE COMPONENT MODELS
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摘要 The present paper deals with the inefficiency of the least square estimates in linear models.FOr Gauss-Markov model, a new efficiency is proposed and its lower bound is given. FOr variancecomponent model, an efficiency is introduced and its lower bound, which is independent ofunknown parameters, is obtained. The present paper deals with the inefficiency of the least square estimates in linear models.FOr Gauss-Markov model, a new efficiency is proposed and its lower bound is given. FOr variancecomponent model, an efficiency is introduced and its lower bound, which is independent ofunknown parameters, is obtained.
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 1998年第2期113-120,共8页 应用数学学报(英文版)
关键词 Linear model Gauss-Markov variance component LSE G-M estimate EFFICIENCY Linear model, Gauss-Markov, variance component, LSE, G-M estimate, efficiency
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