回归系数估计的渐近分析

Asymptotic Analysis for an Estimate of Regression Coefficients

讨论正态线性模型回归系数的一种非线性有偏估计 ,给出了它的偏差及其均方误差的渐近展开式 .在均方误差意义下 。

A biased estimate of regression coefficients of a linear normal model is discussed. Its asymptotic expansions of bias and mean square error are derived and the asymptotic necessary and sufficient conditions are also shown for this estimate to dominate the best linear unbiased estimate.