The best linear unbiased estimator in a singular linear regression model

被引：0
|
作者：
Jibo Wu
Chaolin Liu
机构：
[1] Chongqing University of Arts and Sciences,School of Mathematics and Finance
[2] Chongqing University,College of Mathematics and Statistics
来源：
Statistical Papers | 2018年 / 59卷
关键词：
Weighted balanced loss function; Singular linear model; Best liner unbiased estimator; Relative efficiency Recursive formula;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, the best linear unbiased estimator of regression coefficients in the singular linear model was considered. Under the weighted balanced loss function the minimum risk properties of linear estimators of regression coefficients in the class of linear unbiased estimators are derived. Some kinds of relative efficiencies of the best linear unbiased estimator are given, and the lower bounds or upper bounds of these relative efficiencies are also presented.
引用
收藏
页码：1193 / 1204
页数：11
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