回归系统的一种有偏估计与广义最小二乘估计的相对效率

The Relative Efficiencies of a Class of Biased Estimetor with Repect to Generalized Least Square Estimator in Linear Model

在均方误差矩阵准则下研究了线性回归系数的一种有偏估计相对于广义最小二乘估计的优良性问题及其他统计性质,并导出了它们的相对效率的界.

The superiority of a class of biased estimator with respect to generalized least square estimator of regression coefficients in linear model was studied in terms of the mean square error matrix criterion,and the bounds of the relative efficiencies for the considered estimators are derived.