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Article Navigation> JOURNAL OF BEIJING INSTITUTE OF TECHNOLOGY> 2002> 11(1): 97-100
ZHANG Bao xue, LUO Ji, LI Xin. Robustness of Minimum Norm Quadratic Unbiased Estimator of Variance Under the General Linear Model[J]. JOURNAL OF BEIJING INSTITUTE OF TECHNOLOGY, 2002, 11(1): 97-100.
Citation: ZHANG Bao xue, LUO Ji, LI Xin. Robustness of Minimum Norm Quadratic Unbiased Estimator of Variance Under the General Linear Model[J].JOURNAL OF BEIJING INSTITUTE OF TECHNOLOGY, 2002, 11(1): 97-100.
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Robustness of Minimum Norm Quadratic Unbiased Estimator of Variance Under the General Linear Model

  • 1.

    Department of Applied Mathematics, Beijing Institute of Technology, Beijing100081, China

  • 2.

    Department of Mathematics, Northeast Normal University, Changchun130024, China

  • Received Date:2001-07-11
    Abstract
  • 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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