几乎无偏统一有偏估计在均方误差阵意义下优于最小二乘估计的椭球
he Ellipse that the AUUB Estimator is Better than the OLS Estimator in the Sense of Mean Squared Error Matrix
本文介绍了文献中常见的几乎无偏估计,提出了几乎无偏统一有偏估计类,并给出了在均方误差阵意义下几乎无偏统一有偏估计下优于最小二乘估计的椭球以及文献中常见几乎无偏估计在均方误差阵意义下优于最小二乘估计的椭球.
In this parper, the familiar almost unbiased estimators are introduced first ;Second, the definition of the almost unbiased unified biased (AUUB) estimator is proposed. Finally, the ellipse is given that AUUB estimator is better that the OLS estimator.
刘彬
数学
几乎无偏估计最小二乘估计均方误差阵
lmost unbiased estimatorLeast squared estimatorMean squared error matrix
刘彬.几乎无偏统一有偏估计在均方误差阵意义下优于最小二乘估计的椭球[EB/OL].(2008-12-12)[2025-08-02].http://www.paper.edu.cn/releasepaper/content/200812-385.点此复制
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