数学物理学报(英文版) ›› 1994, Vol. 14 ›› Issue (S1): 103-109.
陈建宝1, 詹金龙2
Chen Jianbao1, Zhan Jinlong2
摘要: The present paper discusses the relative efficiencies of the least square estimates in linear models. For Gauss-Markoff model:Y=Xe + e,E(e)=0, Cov(e)=σ2V, an new efficiency of least square estimate for linearly estimable function c' τ is proposed and its lower bound is given. For variance component model:Y=Xτ+ e, E(e)=0, Cov(e)=∑i=1mσ2V, an new efficiency of least square estimate for linearly estimable function c' τ is introduced for the first time and its lower bound, which is independent of unknown parameters, is also obtained.