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带约束的Kantorovich不等式在最小二乘相对效率中的应用
引用本文:陈建宝,邓起荣.带约束的Kantorovich不等式在最小二乘相对效率中的应用[J].云南大学学报(自然科学版),1996,18(4):341-347.
作者姓名:陈建宝  邓起荣
作者单位:云南大学统计系,云南教育学院数学系
基金项目:云南省应用基础研究基金
摘    要:利用带约束的Kantorovich不等式获得了一般Gauss-Markov和方差分量模型中最小二乘的相对效率的下界.这些下界比采用无约束的Kantorovich不等式得到的下界更好

关 键 词:LSE,BLUE,效率,kantorovich不等式

Applications of Constrained Kantorovich Inequality in Relative Efficiencies of Least Squares
Chen Jianbao,Zhan Bo.Applications of Constrained Kantorovich Inequality in Relative Efficiencies of Least Squares[J].Journal of Yunnan University(Natural Sciences),1996,18(4):341-347.
Authors:Chen Jianbao  Zhan Bo
Abstract:Obtains some lower bounds for the relative efficienciesof the least squares in Gauss-Markov and variance component models by using constrained Kantorovich inequality are obtained.These lower bounds are much sharper than that obtained by using the unconstrained Kantorovich inequality.
Keywords:LSE  BLUE  efficiency  Kantorovich inequality
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