PC准则下线性无偏估计的比较

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英文篇名：Comparison of Linear Unbiased Estimators Using Pitman's Measure of Closeness 作者：李勇 ; 邬吉波 英文作者：LI Yong;WU Jibo;Chongqing University of Arts and Sciences; 关键词：无偏估计 ; PC准则 ; 均方误差准则 英文关键词：unbiased estimator;;Pitman's measure of closeness;;mean squared error matrix 中文刊名：CGGL 英文刊名：Journal of Chongqing University of Technology(Natural Science) 机构：重庆文理学院; 出版日期：2019-04-15 出版单位：重庆理工大学学报(自然科学) 年：2019 期：v.33;No.402 基金：国家社会科学基金项目(15XJY023) 语种：中文; 页：CGGL201904034 页数：3 CN：04 ISSN：50-1205/T 分类号：222-224

摘要

针对正态分布下线性无偏估计在PITMAN准则下的比较问题,提出了一种较简单的比较方法,解决了无法在PITMAN准则下比较线性无偏估计的问题。将线性无偏估计在PITMAN准则下的优良性转换为比较线性无偏估计在均方误差下的优良性。该方法也可用于常见的线性回归模型中几类线性无偏估计的比较。
        In this paper,we propose a simple method to compare the linear unbiased estimators under the Pitman's measure of closeness for the normal distribution. This method solved the literature that the linear unbiased estimators can not be compared under the Pitman's measure of closeness. This method converts the superiority of linear unbiased estimation under PITMAN criterion into the superiority of linear unbiased estimation under mean square error. This method can also be used to compare several types of linear unbiased estimators in common linear regression models.

引文

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