线性模型中的加权混合几乎无偏两参数估计

Weighted Mixed almost Unbiased Two Parameter Estimator in Linear Regression Model

主要讨论了随机约束线性模型的有偏估计问题,提出了一种新的加权混合几乎无偏两参数估计.证明了加权混合几乎无偏两参数估计在二次偏差的准则下优于加权混合两参数估计,并给出了在均方误差矩阵准则下新估计优于其他相关估计的充要条件.

Some biased estimators of random restricted linear regression model were discussed and a new weighted mixed almost unbiased two parameter estimator was proposed. Furthermore,proved that the new estimator performed better than weighted mixed two parameter estimator under the rule of quadratic deviation. Under the mean square error matrix criterion,the necessary and sufficient conditions for the new estimator to be superior to other estimators were given out.