Gauss-Markov结构下GM估计关于线性变换的不变性

Linear Transformation Invariance of GM Estimation under the Gauss-Markov Structure

在文[1]的基础上讨论了Gauss-Markov结构下线性变换对GM估计所产生的偏差,并减弱了文[1]的相关条件,给出了同一可估函数的GM估计具有不变性的充分必要条件.

The bias of GM estimation caused by the linear transformation was studied under the Gauss - Markov structure on the basis of the article [ 1 ], and gave a necessary and sufficient condition of invariance about the GM estimation of the same estimable functions by the weakening of article[ 1 ] related conditions.