|
|||||
|
|
| 多元线性模型系数的广义根方改进估计类 | |
| 引用本文： | 夏正茂 梁家荣. 多元线性模型系数的广义根方改进估计类[J]. 西北大学学报(自然科学版), 1996, 26(6): 467-470 |
| 作者姓名： | 夏正茂 梁家荣 |
| 作者单位： | 西北大学数学系 |
| 摘 要： | 从矩阵变换理论出发，对多元线性模型的系数提出了广义根方估计。证明了它优于系数的ＬＳ估计，根方改进估计，且是β的线性可容性估计等性质。 |
| 关 键 词： | 多元线性模型；广义根方改进估计；可容许估计；均方误差 |
A new Generalized Root-Root Estimator of the Regression Coefficient in the Multivariate Linear Model |
|
| Xia Zhengmao,Liang Jiarong. A new Generalized Root-Root Estimator of the Regression Coefficient in the Multivariate Linear Model[J]. Journal of Northwest University(Natural Science Edition), 1996, 26(6): 467-470 | |
| Authors: | Xia Zhengmao Liang Jiarong |
| Abstract: | A new generalized root-root estimator is considered in multivariate linear model.By using the matrix transformation theory,it proved the generalized root-root estimator,under the quadratic loss function,is superior to both LSE and RRE,and is also a linear admissible estimator of the regression coefficient. |
| Keywords: | multivariate linear model generalized root-root estimator admissible estimator mean square error |
| 本文献已被 CNKI 维普 等数据库收录！ | |