变二次估计为线性估计的拉直变换法
The Method of Changing Quadratic Estimation into Linear Estimation
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摘要: 利用投影变换和拉直变换,得到了方差和协方差估计的一种新模型——线性模型。该模型将方差和协方差分量的二次估计问题变为我们所熟知的线性估计问题。本文介绍了该方法的原理,证明了估计量θ的统计性质。Abstract: This paper presents a new model of variance and covariance components estimation by applied projective transformation and representation of matrices by vectors. The method changes the quadratic estimation of varisnce and covarisnce components into the linear model.Some statistical characters of the estimate have been proved.
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