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THE INEFFICIENCY OF THE LEAST SQUARES ESTIMATOR AND ITS BOUND
被引：0
作者：
杨虎
机构：
关键词：
inefficiency;
relative efficiency;
mean squared error;
generalized variance;
matrix derivative;
best linear unbased estimator;
D O I：
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摘要：
<正> It was suggested by Pantanen that the mean squared error may be used to measurethe inefficiency of the least squares estimator.Styan and Rao et al.discussed thisinefficiency and its bound later.In this paper we propose a new inefficiency of the leastsquares estimator with the measure of generalized variance and obtain its bound.
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页码：1087 / 1093
页数：7
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