| 多元线性模型中最小二乘估计新的相对效率 |
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| 引用本文： | 侯景臣.多元线性模型中最小二乘估计新的相对效率[J].科技通报,2004,20(5):385-387,391. |
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| 作者姓名： | 侯景臣 |
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| 作者单位： | 辽宁石油化工大学,辽宁,抚顺,113001 |
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| 摘 要： | 定义了广义行列式的概念，并在多元线性模型中，引入了回归系数的最小二乘估计与最佳线性无估计的一种新的相对效率．利用广义行列式的性质和矩阵分析的方法，通过对相对效率下界的研究，推广了Bloomfield-Watson定理。
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| 关 键 词： | 多元分析 最小二乘估计 相对效率 Bloomfield—Watson不等式 |
| 文章编号： | 2001-7119(2004)05-0385-03 |
A New Relative Efficiency of the Least Squares Estimator in Multivariate Linear Model |
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| HOU Jing-chen.A New Relative Efficiency of the Least Squares Estimator in Multivariate Linear Model[J].Bulletin of Science and Technology,2004,20(5):385-387,391. |
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| Authors: | HOU Jing-chen |
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| Abstract: | A kind of generalized determinant is defined and a new relative efficiency are introduced by the least square estimator of regression coefficient comparing to the best linear unbiased estimator in the multivariate linear model. Using the propositions of generality determinant and matrix analysis,and researching the lower bound of relative efficiency,the Bloomfield-Watson's theorem has been extended. |
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| Keywords: | Multivariate analysis The least square estimator The relative efficiency Bloomfield-Watson inequality |
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