| 最小二乘估计和最佳线性无偏估计的关系 |
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| 引用本文： | 陈定庚. 最小二乘估计和最佳线性无偏估计的关系[J]. 湖南大学学报(自然科学版), 1989, 16(1) |
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| 作者姓名： | 陈定庚 |
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| 作者单位： | 湖南大学应用数学系 |
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| 摘 要： | 本文讨论广义线性模型的均值向量的最小二乘估计和最佳线性无偏估计的关系,得到了它们相等的充要条件以及它们的偏差关系和偏差范数估计;并在欧氏范数下,进一步讨论了这种偏差估计。
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| 关 键 词： | 线性模型 最小二乘估计 最佳线性无偏估计 |
Relationship Between the Least Square Estimate and the Best Linear Unbiased Estimate in a Linear Model |
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| Chen Dinggeng. Relationship Between the Least Square Estimate and the Best Linear Unbiased Estimate in a Linear Model[J]. Journal of Hunan University(Naturnal Science), 1989, 16(1) |
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| Authors: | Chen Dinggeng |
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| Affiliation: | Department of Applied Mathematics |
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| Abstract: | This paper discusses the relationship between the least square estimate (LSE) and the best linear unbiased estimate (BLUE) of the mean vector in a linear model with a singular covariance matrix. The identical sufficient and necessary conditions of these two estimates are found. The difference and the bound for this difference of these two estimates are obtained. |
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| Keywords: | linear model least square estimate best linear unbiased estimate |
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