均方误差意义下的无偏估计与有偏估计

Unbiased Estimation and Biased Estimation in the Sense of the Mean Square Error

讨论均方误差意义下的无偏估计与有偏估计,得出线性模型中一些有偏估计在MSE准则下具备比无偏估计更好的优良性。

This paper discusses unbiased estimation and biased estimation in the sense of the mean square error. In linear models, some biased estimations are superior to unbiased estimation under MSE criterion.