| 线性模型广义最小二乘估计的中偏差、重对数律与相对效率 |
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| 引用本文： | 尹小红. 线性模型广义最小二乘估计的中偏差、重对数律与相对效率[J]. 湖南文理学院学报(自然科学版), 2013, 0(1): 5-9 |
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| 作者姓名： | 尹小红 |
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| 作者单位： | 邵阳学院理学与信息科学系 |
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| 摘 要： | 对回归模型进行适当变换，得到了线性模型广义最小二乘估计的中偏差及重对数律，并且在均方误差矩阵准则下得到了Bayes（BE）估计与广义最小二乘估计的2种不同相对效率的上下界．
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| 关 键 词： | 广义最小二乘估计 Bayes估计 中偏差 重对数律 相对效率 |
Moderate devitions and the law of iterated logarithm for generalized lse in linear model |
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| YIN Xiao-hong. Moderate devitions and the law of iterated logarithm for generalized lse in linear model[J]. Journal of Hunan University of Arts and Science:Natural Science Edition, 2013, 0(1): 5-9 |
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| Authors: | YIN Xiao-hong |
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| Affiliation: | YIN Xiao-hong(College of Science and Imformation Department,Shaoyang College,Shaoyang 422000,China) |
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| Abstract: | The moderate deviations and the law of iterated logarithm for the generalized least square estimators in linear models were obtained by transforming the regression model appropriatly. Further, the upper and lower bounds of two kinds of relative efficiency of the Bayes estimator and generalized least squares estimation were obtained in the mean-square error matrix criterion. |
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| Keywords: | generalized least squares estimator Bayes estimation moderate deviations the law of the iteratedlogarithm relative efficiency |
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