摘要
考虑了Gauss-Markov模型y=Xβ+e,e^(0,σ2Σ)和增长曲线模型Y=ABC+ε,Vec(ε)^(0,δ2V W),提出了参数γ=Xβ和Γ=ABC的最小二乘估计(LSE)γ^与Γ^关于最佳线性无偏估计(BLUE)γ*与Γ*的几种新的相对效率,并得出了它们的下界以及与以往效率的某些关系.
The Gauss-Markov model y=Xβ＋e, e-（0,σ^2Σ） and the growth curve model Y=ABC＋ε,are considered in this paper, and some new relative efficiencies, completely different from those appeared in the literature in a sense of LSE relative to BLUE under the mentioned models above are put forward. The corresponding lower bounds are obtained.
出处
《大学数学》
2009年第5期104-107,共4页
College Mathematics
基金
淮阴工学院青年科研基金(HGC0923)
