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The New Relative Efficiency Based on the Least Eigenvalue in Generalized Linear Model
Abstract:A new relative efficiency is defined as LSE and BLUE in the generalized linear model. The relative efficiency is based on the ratio of the least eigenvalues. In this paper, we discuss about its lower bound and the relationship between it and generalized relative coefficient. Finally, this paper proves that the new estimation is better under Stein function and special condition in some degree.
Digital Object Identifier (DOI): doi.org/10.5281/zenodo.1339390Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 833
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