The Relative Efficiency of Parameter Estimation in Linear Weighted Regression

A new relative efficiency in linear model in reference is
instructed into the linear weighted regression, and its upper and lower
bound are proposed. In the linear weighted regression model, for the
best linear unbiased estimation of mean matrix respect to the
least-squares estimation, two new relative efficiencies are given, and
their upper and lower bounds are also studied.

• Baoguang Tian
• Nan Chen

• Linear weighted regression
• Relative efficiency
• Mean matrix
• Trace.

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