摘要
导出了一类线性模型中参数的Bayes线性无偏估计.在均方误差矩阵准则、predictive Pit mancloseness(PRPC)和posterior Pit man closeness(PPC)准则下分别研究了Bayes线性无偏估计相对于广义最小二乘估计的优良性.
The Bayes linear unbiased estimator （BLUE） of parameters of a class of linear model was derived. The superiorities of the Bayes linear unbiased estimator over generalized least square （GLS） estimator were studied in terms of the mean square error matrix （MSEM） criterion, predictive Pitman closeness （PRPC） criterion and posterior Pitman closeness （PPC） criterion respectively.
基金
教育部博士点基金(20030358053)
中国科学院知识创新工程重要性方向项目(KJCX3-SYW-S02)资助
关键词
广义最小二乘估计
Bayes线性无偏估计
均方误差矩阵准则
PRPC准则
PPC准则
generalized least square estimator
Bayes linear unbiased estimator
mean square error matrix criterion
predictive Pitman closeness criterion
posterior Pitman closeness criterion
