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带有线性约束的非线性回归模型
引用本文:韦博成 曹国良. 带有线性约束的非线性回归模型[J]. 东南大学学报(自然科学版), 1989, 19(5): 1-8
作者姓名:韦博成 曹国良
作者单位:东南大学数学力学系,东南大学数学力学系
摘    要:

关 键 词:线性回归 线性约束 随机展开

Nonlinear Regression Model With Linear Restriction
Wei Bocheng Cao Guoliang. Nonlinear Regression Model With Linear Restriction[J]. Journal of Southeast University(Natural Science Edition), 1989, 19(5): 1-8
Authors:Wei Bocheng Cao Guoliang
Affiliation:Department of Mathematics and Mechanics
Abstract:Nonlinear regression model with linear restriction is discussed in this paper. A set of stochastic expansions are given for the restricted least square estimator. By these expansions, a unified approach for calculating the moments related to the estimator is obtained. The stochastic expansions given here depend only on the independent normal random variables and curvature arrays, therefore they are easy to understand and to deal with.
Keywords:curvature   restriction   linear regression/stochastic expansion   nonlinear regression   array
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