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Gauss—Markov结构下GM估计关于线性变换的不变性
引用本文:谢振中,李春雷.Gauss—Markov结构下GM估计关于线性变换的不变性[J].通化师范学院学报,2012,33(6):6-8.
作者姓名:谢振中  李春雷
作者单位:邵阳学院理学与信息科学系,湖南邵阳,422000
摘    要: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.

关 键 词:线性变换  GAUSS—Markov  结构  GM估计  不变性

Linear Transformation Invariance of GM Estimation under the Gauss -Markov Structure
XIE Zhen-zhong,LI Chun-lei.Linear Transformation Invariance of GM Estimation under the Gauss -Markov Structure[J].Journal of Tonghua Teachers College,2012,33(6):6-8.
Authors:XIE Zhen-zhong  LI Chun-lei
Institution:(Department of Science and Information Science,Shaoyang University,Shaoyang,Hunan 422000,China)
Abstract:The bias of GM estimation caused by the linear transformation was studied under the Gauss-Markov structure on the basis of the article1],and gave a necessary and sufficient condition of invariance about the GM estimation of the same estimable functions by the weakening of article1]related conditions.
Keywords:linear transformation  Gauss - Markov  structure  GM estimation  invariance
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