In this paper, the superiority of the Bayes linear unbiased estimators of unknown parameters in a class of linear models is studied. By using the theory of matrix, we obtain the conditions of the Bayes linear unbiased estimators to be superior to the generalized least squares estimator under the balanced loss criterion and the MSEM criterion, respectively.%本文研究了一类线性模型中参数的Bayes 线性无偏估计的优良性。利用矩阵论的相关知识，分别在平衡损失准则和均方误差阵准则下，得到了Bayes 线性无偏估计优于广义最小二乘估计的条件。
展开▼
