| 半相依回归系统的广义岭型主成分改进估计 |
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| 引用本文： | 左卫兵,毋红军.半相依回归系统的广义岭型主成分改进估计[J].河南师范大学学报(自然科学版),2009,37(4). |
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| 作者姓名： | 左卫兵 毋红军 |
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| 作者单位： | 华北水利水电学院,数学与信息科学学院,郑州,450011 |
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| 摘 要： | 对于一类半相依回归系统提出了一种广义岭型主成分改进估计,并讨论了这种估计及相应的两步估计的优良性质,获得了若干深入的结果.
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| 关 键 词： | 半相依回归系统 广义岭型主成分估计 两步估计 |
An Improvement of Combining Generalized Ridge and Principal Components Estimator for Seemingly Unrelated Regression System |
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| ZUO Wei-bing,WU Hong-jun.An Improvement of Combining Generalized Ridge and Principal Components Estimator for Seemingly Unrelated Regression System[J].Journal of Henan Normal University(Natural Science),2009,37(4). |
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| Authors: | ZUO Wei-bing WU Hong-jun |
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| Abstract: | For the tow seemingly unrelated regression system, this paper proposes an improved combining generalized ridge and principal components estimator and investigates its advantages. The related tow-stage improved combining generalized ridge and principal components estimator and its properties are also discussed. |
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| Keywords: | seemingly unrelated regression system combining generalized ridge and principal components estimator tow-stage estimator |
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