| 广义岭估计及其相对效率 |
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| 引用本文： | 郭淑会,刘琼. 广义岭估计及其相对效率[J]. 孝感学院学报, 2005, 25(6): 34-37 |
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| 作者姓名： | 郭淑会 刘琼 |
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| 作者单位： | 1. 武汉理工大学,理学院,湖北,武汉,430070;孝感学院,数学系,湖北,孝感,432000
2. 孝感学院,数学系,湖北,孝感,432000 |
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| 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。
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| 关 键 词： | 广义岭估计 均方误差 方差 相对效率 |
| 文章编号： | 1671-2544（2005）06-0034-04 |
| 收稿时间： | 2005-09-21 |
| 修稿时间： | 2005-09-21 |
The Generalized Ridge Estimate and Relative Efficiency |
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| GUO Shu-hui,LIU Qiong. The Generalized Ridge Estimate and Relative Efficiency[J]. JOURNAL OF XIAOGAN UNIVERSITY, 2005, 25(6): 34-37 |
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| Authors: | GUO Shu-hui LIU Qiong |
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| Affiliation: | 1. School of Science, Wuhan University of Technology, Wuhan, Hubei 430070, China ; 2. Department of Mathematics, Xiaogan University, Xiaogan, Hubei 432000, China |
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| Abstract: | 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. |
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| Keywords: | generalized ridge estimate mean square error covariance relative efficiency |
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