奇异G-M模型最小二乘估计新的相对效率  

THE RELATIVE EFFICIENCY OF THE LEAST SQUARE ESTIMATE IN SINGULAR G-M MODEL

作　　者：姚明礼[1] 王成名[2] 杨善朝[2] 

机构地区：[1]陕西师范大学数学与信息科学学院,陕西西安710062 [2]广西师范大学数学与计算机科学学院,广西桂林541004

出　　处：《广西师范大学学报（自然科学版）》2005年第2期34-37,共4页Journal of Guangxi Normal University:Natural Science Edition

基　　金：国家自然科学基金资助项目(10161004);广西十百千人才工程专项基金资助项目

摘　　要：在奇异线性模型下利用2个矩阵特征根比值的最小值推广了Euclid范数定义的2种相对效率.文中研究了它们的下界,并给出了2种相对效率与广义相关系数之间的联系以及它们之间的关系,最后讨论了它们的性质,并研究了这2种相对效率的优越性.In this paper,two new relative efficiency are given in signular G-M model.The first is based on the ratio of the minimum of the characteristic roots from two different matrix.The second is defined by the generalizered Euclid norm.At the same time,the relation between two new relative efficiency is also built.Furthermore,the relation between two new relative efficiency and generalized coefficient is studied.At last,the quality of two new relative efficiency and the superiority are discussed in the text.

关 键 词：奇异G—M模型 相对效率 广义相关系数 最好线性无偏估计 最小二乘估计 

分 类 号：O212.1[理学—概率论与数理统计]