| 线性等式约束下多元线性模型的简单投影预测 |
| |
| 引用本文： | 孙明伟,向正会,郭晓春,袁权龙. 线性等式约束下多元线性模型的简单投影预测[J]. 山西师范大学学报：自然科学版, 2009, 23(3): 12-14 |
| |
| 作者姓名： | 孙明伟 向正会 郭晓春 袁权龙 |
| |
| 作者单位： | 贵州大学理学院数学系,贵州,贵阳,550025 |
| |
| 摘 要： | 研究了线性等式约束下一般生长曲线模型的简单投影预测疗θcspp关于协方差阵的稳健性，得到θcspp为条件线性可预测变量的条件最优线性无偏预测的充要条件，推广了Bolfarine H等的有关结果．
|
| 关 键 词： | 线性等式约束 生长曲线模型 条件简单投影预测 稳健性 |
The Simple Projection Predictor in Multivariate Linear Model with Linear Equality Constraint |
| |
| SUN Ming-wei,XIANG Zheng-hui,GUO Xiao-chun,YUAN Quan-long. The Simple Projection Predictor in Multivariate Linear Model with Linear Equality Constraint[J]. Journal of Shanxi Teachers University, 2009, 23(3): 12-14 |
| |
| Authors: | SUN Ming-wei XIANG Zheng-hui GUO Xiao-chun YUAN Quan-long |
| |
| Affiliation: | (Department of Mathematics, Science College of Guizhou University, Guiyang 550025, Guizhou, China) |
| |
| Abstract: | Considering the simple projection prediction θcspp in the general growth curve model with linear equality constraints, the robustness of θcspp of the covariance matrix is investigated. Necessary and sufficient conditions where θcspp is also the conditional best linear unbiased predictor are obtained. |
| |
| Keywords: | linear equality constraints growth curve model conditional simple projection predictor robustness |
| 本文献已被 维普 万方数据 等数据库收录！ |
|
