中文摘要：

对于线性模型中未知参数估计的稳健性的研究,一直是统计学中的一个热点.本文研究线性模型中回归系数的Bayes线性无偏估计关于误差协方差及先验分布的稳健性问题,分别得到当误差协方差改变、先验分布改变或误差协方差和先验分布同时改变时,Bayes线性无偏估计还保持其最优性的充分必要条件.

英文摘要：

The research that focuses on the robustness for the estimation of unknown parameters in the linear model has been a hot topic of statistics. In this paper, the robustness of Bayes linear unbiased esti-mator of the regression coefficients in the linear model in terms of error covariance and prior distributions are discussed, and the necessary and sufficient conditions for Bayes linear unbiased estimator holding its optimality when error covariance varies, or prior distributions vary, or error covariance and prior distribu-tions vary, are respectively obtained.