线性模型中最小二乘估计的一种新的相对效率

A NEW RELATIVE EFFICIENCY OF LEAST SQUARE ESTIMATE IN LINEAR MODELS

  • 摘要: 对于线性模型未知参数的最小二乘估计,本文提出了一种新的相对效率,并研究了它的性质,以及与Bloomfield-Watson等讨论过的另一种相对效率的关系。

     

    Abstract: For the leash square estimates of unknown parameters in Linear models, a now relative efficiency is proposed. Its properties and relation with the efficiency, Originally discussed by Bloomfield and Watson are given.

     

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