| 半相依回归系统在一类约束条件下的协方差改进估计 |
| |
| 引用本文： | 阳宁光.半相依回归系统在一类约束条件下的协方差改进估计[J].广西师范学院学报(自然科学版),2005,22(1):27-30,34. |
| |
| 作者姓名： | 阳宁光 |
| |
| 作者单位： | 广东商学院,数学部,广东,广州,510320 |
| |
| 摘 要： | 对于由两个误差项相关的线性回归方程组成的SUR系统，通常地根据以往的知识经验可以获得有关未知参数β的一些信息，该文就是在线性约束r=Rβ下，讨论SUR系统的协方差改进估计序列及两步协方差改进估计序列的收敛性问题．
|
| 关 键 词： | 线性约束 协方差改进估计 两步估计 MDE准则 |
| 文章编号： | 1002-8743(2005)01-0027-04 |
Covariance-improved Estimator of Seemingly Unrelated Regression Equation System under a Kind of Restraint Condition |
| |
| YANG Ning-guang.Covariance-improved Estimator of Seemingly Unrelated Regression Equation System under a Kind of Restraint Condition[J].Journal of Guangxi Teachers Education University:Natural Science Edition,2005,22(1):27-30,34. |
| |
| Authors: | YANG Ning-guang |
| |
| Abstract: | For a Seemingly Unrelated Regression with tow linear regression models, we can usually obtain some information about unknown parameter according to past knowledge experience.In this paper we try to obtain the covariance-improved estimator sequence and the convergence of two-stage covariance-improved estimator sequence. |
| |
| Keywords: | linear restriction covariance-improved estimator two-stage estimator MDE criterion |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
