| 带约束的Kantorovich不等式及其在LSE相对效率中的应用 |
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| 引用本文： | 陈建宝,石磊.带约束的Kantorovich不等式及其在LSE相对效率中的应用[J].云南大学学报(自然科学版),1995,17(2):126-131. |
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| 作者姓名： | 陈建宝 石磊 |
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| 作者单位： | 云南大学统计系 |
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| 基金项目： | 云南省应用基础研究基金 |
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| 摘 要： | 本文给出了一种约束的Ｋａｎｔｏｒｏｖｉｃｈ不等式并将其就用于Ｇａｕｓｓ－Ｍａｒｋｏｖ模型和方差分量模型中ＬＳＥ的相对效率研究，得到了其下界，这些下界比起用不约束的Ｋａｎｔｏｒｏｖｉｃｈ不等式给出的下界更尖。
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| 关 键 词： | LSE BLUE K不等式 相对效率 G－M模型 |
Constrained Kantorovich Inequality and Its Applications in Relative Efficiencies of Least Squares |
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| Chen Jian bao,shi Lei.Constrained Kantorovich Inequality and Its Applications in Relative Efficiencies of Least Squares[J].Journal of Yunnan University(Natural Sciences),1995,17(2):126-131. |
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| Authors: | Chen Jian bao shi Lei |
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| Abstract: | This article obtains a kind of constrained Kantorovich inequality and some lower bounds for the relative efficiencv of LSE in Gauss-Markov and variance component models,These lower bounds are much sharper than that obtained by using the unconstrained Kantorovich inequality |
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| Keywords: | LSE BLUE efficiency constrained Kantorovich inequality |
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