| 基于最小特征根的相对效率 |
| |
| 引用本文： | 石爱菊. 基于最小特征根的相对效率[J]. 南京邮电大学学报(自然科学版), 2007, 27(2): 76-79 |
| |
| 作者姓名： | 石爱菊 |
| |
| 作者单位： | 南京邮电大学,数理学院,江苏,南京,210003 |
| |
| 摘 要： | 对线性模型的最小二乘估计(LSE)与最佳线性无偏估计(BLUE)定义了一种新的相对效率,新的相对效率定义为最小特征根的比值,之后研究了它的下界及它与广义相关系数之间的关系.最后讨论了新的相对效率与已有的3种相对效率之间的关系.
|
| 关 键 词： | 线性模型 相对效率 广义相关系数 相对特征根 |
| 文章编号： | 1673-5439（2007）02-0076-04 |
| 收稿时间： | 2006-09-21 |
| 修稿时间： | 2006-11-13 |
The Relative Efficiency Based on the Least Eigenvalue |
| |
| SHI Ai-ju. The Relative Efficiency Based on the Least Eigenvalue[J]. JJournal of Nanjing University of Posts and Telecommunications, 2007, 27(2): 76-79 |
| |
| Authors: | SHI Ai-ju |
| |
| Affiliation: | College of Mathematics and Physics, Nanjing University of Posts and Telecommunications, Nanjing 210003, China |
| |
| Abstract: | A new relative efficiency is proposed for LSE and BLUE of the linear model. The relative efficiency is defined as the ratio between the least eigen values. Study is made on its lower bound and the relation with the generalized relative coefficient. Finally a discussion is conducted on its relation with the other three existing relative efficiencies. |
| |
| Keywords: | linear model relative efficiency generalized relative coefficient relative eigenvalue |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
