Wu Jibo, Yang Hu. The Relative Efficiecnies of Weighted Mixed Estimator with Respect to Least Squares Estimator in Linear Regression Model[J]. Chinese Journal of Applied Probability and Statistics, 2015, 31(1): 11-19.
Citation: Wu Jibo, Yang Hu. The Relative Efficiecnies of Weighted Mixed Estimator with Respect to Least Squares Estimator in Linear Regression Model[J]. Chinese Journal of Applied Probability and Statistics, 2015, 31(1): 11-19.

The Relative Efficiecnies of Weighted Mixed Estimator with Respect to Least Squares Estimator in Linear Regression Model

  • The relative efficiency of the weighted mixed estimator with respect to least squares estimator is discussed in this paper. We also give the lower and upper bounds of those relative efficiencies. Finally, we give a numerical example to illustrate the theoretical results.
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