稳健最优不变二次无偏估计
Robust Best Invariant Quadratic Unbiased Estimation
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摘要: 导出了稳健最优不变二次无偏估计、稳健最小范数二次无偏估计、稳健Helmert估计,并说明了最优不变二次无偏估计、最小范数二次无偏估计以及Helmert估计等均是稳健最优不变二次无偏估计的特例。Abstract: In this paper,three robust estimators:robust best invariant quadratic unbiased estimator,robust minimum norm quadratic unbiasded estimator and robust Helmert estimator have been designed.Finally,this paper states that these three classical estimators are particular cases of the RBIQUE.