| 李树有,张宝学.一般线性模型下方差最小范数二次无偏估计的稳健性(英文)[J].数学研究及应用,2004,24(2):280~284 |
| 一般线性模型下方差最小范数二次无偏估计的稳健性(英文) |
| Robustness of Minimum Norm Quadratic Unbiased Estimator of Variance for the General Linear Model |
| 投稿时间：2001-05-05 |
| DOI：10.3770/j.issn:1000-341X.2004.02.015 |
| 中文关键词: 一般线性模型 广义逆 正交投影 最小范数二次无偏估计 |
| 英文关键词:general linear model generalized inverse orthogonal projector minimum norm quadratic unbiased estimator |
| 基金项目: |
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| 摘要点击次数: 2233 |
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| 中文摘要: |
| 本文给出了一般线性模型下,由最小二乘得到的方差估计与最小范数二次无偏估计相等的充分必要条件,并且当Gauss-Markov估计与最小二乘估计相等时,可以得到一个简单的等价条件。 |
| 英文摘要: |
| In this paper, necessary and sufficient conditions for equalities between α2y1(I-PX)y and σ2 under the general linear model, where and α2 is a known positive number, are derived. Furthermore, when the Gauss-Markov estimators and the ordinary least squares estimators are identical, we obtain a simple equivalent condition. |
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