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Author:

马铁丰 (马铁丰.) | 王松桂 (王松桂.)

Indexed by:

CQVIP PKU CSCD

Abstract:

本文研究了两个半相依回归系统的未知回归系数的估计问题。本文首先给出一种基于方差分量限定估计的两步协方差改进估计,并且给出了均方误差意义下优于最小二乘估计的条件。对于基于方差分量非限定估计的两步协方差改进估计,利用服从Wishart分布随机变量的可加性,本文给出了一种全新的估计形式,并且证明了该估计较文献中给出的两步协方差改进估计更加有效。

Keyword:

协方差改进估计 两步估计 半相依模型

Author Community:

  • [ 1 ] 西南财经大学统计学院
  • [ 2 ] 北京工业大学应用数理学院

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Source :

工程数学学报

Year: 2008

Issue: 06

Page: 1074-1080

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 7

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