Relative efficiency based on the least eigenvalue

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College of Mathematics and Physics, Nanjing University of Posts and Telecommunications, Nanjing 210003, China ^{[1
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Nanjing Youdian Daxue Xuebao (Ziran Kexue Ban) | 2007年 / 2卷 / 76-79期

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摘要：

A new relative efficiency is proposed for LSE and BLUE of the linear model. The relative efficiency is defined as the ratio between the least eigen values. Study is made on its lower bound and the relation with the generalized relative coefficient. Finally a discussion is conducted on its relation with the other three existing relative efficiencies.

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