Robustness of Minimum Norm Quadratic Unbiased Estimator of Variance Under the General Linear Model
一般线性模型下方差的最小范数二次无偏估计的稳健性(英文)作者机构：北京理工大学应用数学系北京100081 东北师范大学数学系长春130024
出 版 物：《Journal of Beijing Institute of Technology》 (北京理工大学学报（英文版）)
年 卷 期：2002年第11卷第1期
页 面：97-100页
学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学]
主 题：general linear model orthogonal projector minimum norm quadratic unbiased estimator
摘 要：Necessary and sufficient conditions for equalities between a 2 y′(I-P Xx)y and minimum norm quadratic unbiased estimator of variance under the general linear model, where a 2 is a known positive number, are derived. Further, when the Gauss? Markov estimators and the ordinary least squares estimator are identical, a relative simply equivalent condition is obtained. At last, this condition is applied to an interesting example.
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