| 拟回归标度参数不相关估计的估计量 |
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| 引用本文： | 杨贵军,张润楚.拟回归标度参数不相关估计的估计量[J].南开大学学报,2004,37(1):51-57. |
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| 作者姓名： | 杨贵军 张润楚 |
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| 作者单位： | 南开大学数学科学学院，天津300071 |
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| 基金项目： | Supported by NNSF( 1 0 1 71 0 5 1 ),NNSF( 1 0 3 71 0 5 9) |
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| 摘 要： | 在拟回归假设条件的基础上，本提出对拟回归原型的未知标度参数独立进行估计的方法，新方法不仅具有很高的计算效率，而且标度参数的估计量之间不再具有相关性，当样本容量很大的时候，新方法能够达到原方法(献1]，An and Owen的方法)的计算精度．在章结尾给出了计算机模拟结果。
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| 关 键 词： | 计算机试验 最小二乘估计 Monte Carlo抽样 拟回归 |
SCALAR COEFFICIENT ESTIMATORS OF QUASI-REGRESSION WITHOUT CORRELATIVITY |
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| Abstract.SCALAR COEFFICIENT ESTIMATORS OF QUASI-REGRESSION WITHOUT CORRELATIVITY[J].Acta Scientiarum Naturalium University Nankaiensis,2004,37(1):51-57. |
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| Authors: | Abstract |
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| Abstract: | This paper presents a method for determining independently every unknown parameters of the prototypical form based on quasi regression hypothesis conditions. New method increases computational efficiency, and deletes correlativity of new scalar coefficient estimators of quasi regression. When samples size is very large, it has the same accuracy as quasi regression An and Owen (2001) does. An example is given at the end of this paper. |
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| Keywords: | computer experiment least square estimator Monte Carlo samples quasi regression |
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