摘要
讨论了一般Gauss Markoff模型中未知参数向量的最优线形性无偏估计的改造问题 ,引入了一般岭估计的概念且证明了其优良性 ,提出了关于最优化无偏估计的三种估计的相对效率 ,并给出了它们的上界线下界 .
The problem of improving best linear unbiased estimate is considered in the general Gauss Markoff model.The general Ridge estimate is proposed and its optimal property is shown.Furthermore,the relative efficiencies of three estimates with respect to best linear unbiased estimate are given,and their lower or upper bounds are derived.
