Abstract:For the linear models y=Xβ+ε,E(ε)=0,and COV(ε)=V>0,mistaken covariance matrix V for D,this paper gives two new relative efficiency.We study the relations of four relative efficiency and give the lower bounds of two new relative efficiency.
陈孝新. 线性模型中参数估计的两种新的相对效率[J]. 南昌大学学报(理科版), 2004, 28(04): 1-.
CHEN Xiao-xin(School of Information and Technology,Jiangxi University of Finance and Economics,Nanchang 330013,China). . , 2004, 28(04): 1-.