广义岭估计及其相对效率  

The Generalized Ridge Estimate and Relative Efficiency

作　　者：郭淑会[1] 刘琼[2] 

机构地区：[1]武汉理工大学理学院,湖北武汉430070 [2]孝感学院数学系,湖北孝感432000

出　　处：《孝感学院学报》2005年第6期34-37,共4页JOURNAL OF XIAOGAN UNIVERSITY

摘　　要：讨论了一般Gauss-Markoff模型中未知参数的广义岭估计,并证明了其优良性,比较了三种估计的分别基于方差和均方误差的相对效率,并给出了它们的上下界。The generalized ridge estimate is proposed in general Gauss-Markoff model and its optimal property is shown. Furthermore, the relative efficiencies of three estimates were given based on mean square error and covariance, respectively, and their lower or upper bounds are given.

关 键 词：广义岭估计 均方误差 方差 相对效率 

分 类 号：C81[社会学—统计学]