Abstract:For the linear models,Y=Xβ+ε,E(ε)=0,and Cov(ε)=V>0,this paper studied relationsnip between a new relative efficiency,e 2( β ∧(D))=tr(Cov(β *)/tr Cov( β ∧(D)),and γ H( β ∧(D),β *),which is the coefficient of Hotelling’s generalized correlatio
陈孝新. 线性模型中相对效率与广义相关系数的进一步讨论[J]. 南昌大学学报(理科版), 2000, 24(03): 1-.
Chen Xiaoxin(College of Information Technology,Jiangxi University of Finance and Economics,Nanchang,330013 China). . , 2000, 24(03): 1-.