On the Upper Bound about Relative Efficiency of Generalized Ridge Estimation

Wang Ping-hua · Journal of Quanzhou Normal University · 2006

The problem of improving best linear unbiased estimate is considered in the Gauss-Markoff model,and we discuss the relative efficiency of best unbiased estimation studied by Fang Xing.Furthermore the upper bound about relative efficiency of general ridge estimation in the paper is extended the upper bound about relative efficiency of the generalized ridge(estimation)

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