摘要
给出回归系数的最小均方误差线性有偏估计、线性有偏估计优于最小二乘估计的充要条件及线性有偏估计为可容许估计的充要条件,同时给出文献中未涉及的一些有偏估计.
The present paper gives some profound results of linear biased estimation of regression coefficients which include linear biased estimation for the minimum mean square error, the necessary and sufficient conditions for the linear biased estimation superior to least square estimation, the necessary and suffic ent conditions for the admissibility of linear biased estimation and some linear biased estimators not included in the literatures.
出处
《吉林大学自然科学学报》
CSCD
1998年第2期39-41,共3页
Acta Scientiarum Naturalium Universitatis Jilinensis