| 最优加权最小二乘估计与线性无偏最小方差估计性能比较 |
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| 引用本文： | 刘谢进,朱允民.最优加权最小二乘估计与线性无偏最小方差估计性能比较[J].四川大学学报(自然科学版),2001,38(5):644-646. |
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| 作者姓名： | 刘谢进 朱允民 |
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| 作者单位： | 1. 四川大学数学学院;淮南师范学院数学系
2. 四川大学数学学院 |
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| 基金项目： | 国家自然科学基金(60074017)和国家攀登项目基金(970211017) |
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| 摘 要： | 在给定的线性模型下，讨论了最优加权最小二乘估计与线性无偏最小方差估计性能比较，在噪声方差矩阵可逆条件下，可算出线性无偏最小方差估计与最优加权最小二乘估计方差的差表达式，并在一定条件下，两者趋于一致。
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| 关 键 词： | 最优加权最小二乘 线性无偏最小方差 线性模型 |
| 文章编号： | 0490-6756(2001)05-0644-03 |
THE PROPERTY COMPARISON BETWEEN OPTIMALLY WEIGHTED LS AND LINEAR UNBIASED MINIMUM VARIANCE ESTIMATE |
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| LIU Xie jin ,ZHU Yun min.THE PROPERTY COMPARISON BETWEEN OPTIMALLY WEIGHTED LS AND LINEAR UNBIASED MINIMUM VARIANCE ESTIMATE[J].Journal of Sichuan University (Natural Science Edition),2001,38(5):644-646. |
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| Authors: | LIU Xie jin ZHU Yun min |
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| Institution: | LIU Xie jin 1,2,ZHU Yun min 1 |
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| Abstract: | The discussion on the property comparison between optimally weighted LS estimate and linear unbiased minimum variance estimate for a linear model is presented. Under a condition on variance matrix invertibility, the difference between two estimates variance can be calculated, and the two estimates can converge to the same one under a certain conditon. |
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| Keywords: | optimally weighted least squares linear unbiased minimum variance linear model |
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