LIU Aiyi, WANG Songgui, . A NEW RELATIVE EFFICIENCY OF LEAST SQUARE ESTIMATE IN LINEAR MODELS[J]. Chinese Journal of Applied Probability and Statistics, 1989, 5(2): 97-104.
Citation: LIU Aiyi, WANG Songgui, . A NEW RELATIVE EFFICIENCY OF LEAST SQUARE ESTIMATE IN LINEAR MODELS[J]. Chinese Journal of Applied Probability and Statistics, 1989, 5(2): 97-104.

A NEW RELATIVE EFFICIENCY OF LEAST SQUARE ESTIMATE IN LINEAR MODELS

  • 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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