约束条件下线性模型协方差阵扰动影响分析.pdfVIP

2006,26A(4):621–628  ∗ ( 100044) ( ℄ 430079)  (BLUE) Æ Gauss-Markov β BLUE  Cook DV , DV Æ MR(2000) 62J20; 62J05 O212.4 A 1003-3998(2006)04-621-08 1 A, A ≥ 0 A A 0 A A+ , A− A Moore-Penrose A AT , A−1 A A µ(A) A In n Gauss-Markov (G-M)  Y = Xβ + e; 2