• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
搜索

Author:

马铁丰 (马铁丰.) | 王松桂 (王松桂.)

Indexed by:

CQVIP PKU CSCD

Abstract:

对于两个半相依回归系统的未知回归系数,本文首先借鉴文献中给出的两步协方差改进估计的方法给出两种两步协方差改进估计序列,并给出其与两步估计等价的条件和均方误差意义下的优良性;其次,我们对义献中给出的一种两步估计作简单改进,使得改进后的估计在更大的参数空间内优于最小二乘估计.再次,本文另辟蹊径,构造了一种新的估计,同样地,此估计也具有更好的小样本性质.本文最后一节讨论了Pitman准则下两步估计的优良性.

Keyword:

协方差改进估计 两步估计 半相依模型 Pitman准则.

Author Community:

  • [ 1 ] [马铁丰]西南财经大学
  • [ 2 ] [王松桂]北京工业大学

Reprint Author's Address:

Email:

Show more details

Related Keywords:

Related Article:

Source :

应用概率统计

ISSN: 1001-4268

Year: 2009

Issue: 6

Volume: 25

Page: 619-631

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count: 4

Chinese Cited Count:

30 Days PV: 5

Affiliated Colleges:

Online/Total:366/10585862
Address:BJUT Library(100 Pingleyuan,Chaoyang District,Beijing 100124, China Post Code:100124) Contact Us:010-67392185
Copyright:BJUT Library Technical Support:Beijing Aegean Software Co., Ltd.