Robustness of the Minimum Norm Quadratic Unbiased Estimator of Variance in Linear Model

摘要：

Robustness of the minimum norm quadratic unbiased estimator of variance in terms of error distributions is discussed in linear model. We explore the maximal distribution class of error term, where the minimum norm quadratic unbiased estimator of variance σ2　holds its optimality. Furthermore considering robustness of the best linear unbiased estimator of estimable function χβ, the maximal distribution class of error term is obtained, where the minimum norm quadratic unbiased estimator of variance and the best linear unbiased estimator of χβ keep optimality simultaneously.

关键词： linear model robust best linear unbiased estimator minimum norm quadratic unbiased estimator

作者: QIU Hongbing LUO Ji

作者单位: Faculty of Applied Mathematics, Guangdong University of Technology, P.R.China, 510006 Mathematics and Statistics School, Zhejiang University of Finance and Economics, P.R.China, 310018

会议类型: 国际会议

会议名称: 2008年国际应用统计学术研讨会(2008 International Institute of Applied Statistics Studies)

会议地点: 烟台

会议语种:英文

页码: 1-6

在线出版日期: 2008-08-14（万方平台首次上网日期，不代表论文的发表时间）