[1]陈建伟.两个半相依回归系统参数的Stein估计[J].华侨大学学报(自然科学版),1993,14(2):154-158.[doi:10.11830/ISSN.1000-5013.1993.02.0154]
Chen Jianwei.Stein Estimate of the Parameters in Two Semingly Unrelated Regression Systems[J].Journal of Huaqiao University(Natural Science),1993,14(2):154-158.[doi:10.11830/ISSN.1000-5013.1993.02.0154]
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两个半相依回归系统参数的Stein估计(
)
《华侨大学学报（自然科学版）》[ISSN:1000-5013/CN:35-1079/N]
- 卷:
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第14卷
- 期数:
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1993年第2期
- 页码:
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154-158
- 栏目:
-
- 出版日期:
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1993-04-20
文章信息/Info
- Title:
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Stein Estimate of the Parameters in Two Semingly Unrelated Regression Systems
- 作者:
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陈建伟
-
华侨大学管理信息科学系
- Author(s):
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Chen Jianwei
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-
- 关键词:
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半相依回归系统; 两步估计; 协方差改进估计; Stein估计
- Keywords:
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semingly unrelated regression systems; two step estimate; covariance improved; estimation
- DOI:
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10.11830/ISSN.1000-5013.1993.02.0154
- 摘要:
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Zellner等学者研究了一类相依回归系统中参数的最小二乘估计的改进,这些改进估计都是无编估计且具有许多优良性质,但是当设计阵呈病态时这些改进估计不再被认为是良好估计.本文提出了一种有偏Stein估计,证明了在设计阵呈病态时Stein估计的优良性质.
- Abstract:
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One kind of least square estimators of the parameters in two seemingly unrelated regression systems have been improved by Zellner,et al(1).These improved estimatora are all unbiased estimators with a lot of advantages,however,they are no longer considered
备注/Memo
- 备注/Memo:
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国务院侨办基金资助课题
更新日期/Last Update:
2014-03-22