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1.
奇异线性模型最小二乘估计的相对效率   总被引:5,自引:0,他引:5  
对于奇异线性模型引入了参数β的最小二乘估计相对与最佳线性无偏估计的一种新的相对效率,并讨论了它的下界。  相似文献   

2.
王永飞 《数学杂志》1999,19(1):100-104
本文在一特殊的共同均值模型和平方损失函数下,得到了共同均值参数β线性无偏估计Σi=1^mAiyi(Σi=1^mAi=In)分别在线性估计类和齐次线性估计类中为可容许估计的充要条件。  相似文献   

3.
平衡损失下回归系数的线性容许估计   总被引:19,自引:0,他引:19  
该文在平衡损失函数下,研究线性模型中回归系数的线性容许估计,得到了充要条件,结果表明,线性容许估计也是一种估计的平衡。  相似文献   

4.
这篇文章我们研究了回归系数的最佳线性无偏估计. 在加权平衡损失函数下, 我们得到了回归系数的最佳线性无偏估计. 同时提出了度量最佳线性无偏估计和最小二乘估计的相对效率. 并且我们给出了它们的上下界.  相似文献   

5.
讨论一般混合线性模型中固定效应β、随机效应ξ_i(i=1,2,…,k)与另一随机向量δ的联合估计,得到了β、ξ_i(i=1,2,…,k)及δ的线性组合的最佳线性无偏估计,推广了有关文献中的结果,并从一个直观角度刻划了β、ξ_i(i=1,2,…,k)与δ的线性组合的最佳线性无偏估计的一种最优性,推广有关文献的结果.  相似文献   

6.
本文在矩阵损失厂给出了多元回归系数线性估计在线性估计类中是Minimax可容许估计的充要条件.  相似文献   

7.
不完全椭球约束下多指标线性模型中的可容许线性估计   总被引:4,自引:0,他引:4  
分别在二次损失及矩阵损失下,在齐次及一般线性估计类中,求出了带不完全椭球约束的多指标线性模型的线性估计是可容许的充要条件,推广了「1~5」的结果,丰富了这方面的内容。  相似文献   

8.
对于由两个相依线性回归方程组成的线性回归系统,文「5」提出了基于最小二乘估计和协方差改进估计的一种新型估计,即预检验估计,它具有许多优良性质,但是在设计阵呈病态时,预检验估计的均方误差很大,因而在这种情况下不再被谯是良好估计。  相似文献   

9.
PC准则下回归系数的一类线性估计的优良性   总被引:9,自引:0,他引:9  
设线性回归模型为,此处n≥p,X的秩为R(X)=s,00为常数,∑_0为正定阵。本文证明了:在适当条件下(?)于PC准则下优于(?)并将这一结果应用于回归系数的岭估计、广义岭估计、压缩估计和Bayes估计。  相似文献   

10.
在二次矩阵损失函数下研究了协方差矩阵未知的多元线性模型中回归系数矩阵的可估线性函数的矩阵非齐次线性估计的可容许性,给出了矩阵非齐次线性估计在线性估计类中可容许的一个充要条件.  相似文献   

11.
周永正 《大学数学》2002,18(3):40-43
本文从一个新的角度 ,刻划了一般的混合线性模型的一个最优性质 .这一性质比最小方差性更为直观 .  相似文献   

12.
首先介绍了高等代数中与数域的扩张无关的性质,然后重点讨论了与数域有关的问题,特别是线性空间与数域的关系问题,并给出了有关结论.  相似文献   

13.
We characterize the property of obtaining a solution to a convex program by minimizing over the feasible region a linearization of the objective function at any of its solution points (Minimum Principle Sufficiency). For the case of a monotone linear complementarity problem this MPS property is completely equivalent to the existence of a nondegenerate solution to the problem. For the case of a convex quadratic program, the MPS property is equivalent to the span of the Hessian of the objective function being contained in the normal cone to the feasible region at any solution point, plus the cone generated by the gradient of the objective function at any solution point. This in turn is equivalent to the quadratic program having a weak sharp minimum. An important application of the MPS property is that minimizing on the feasible region a linearization of the objective function at a point in a neighborhood of a solution point gives an exact solution of the convex program. This leads to finite termination of convergent algorithms that periodically minimize such a linearization.This material is based on research supported by National Science Foundation Grants DCR-8521228 and CCR-8723091, and Air Force Office of Scientific Research Grants AFOSR 86-0172 and AFOSR and AFOSR 89-0410.  相似文献   

14.
贺飞 《数学学报》2008,51(2):343-350
给出了拓扑线性空间中的一个Drop定理.利用此Drop定理,证明了拓扑线性空间中的每个序列紧凸集具有Drop性质;每个可数紧闭凸集具有拟Drop性质.而且结出了拓扑线性空间中Drop性质和拟Drop性质的序列流特征.也讨论了Drop性质和拟Drop性质与泛函取极值之间的联系.  相似文献   

15.
In this paper, we present a property of certain linear multistage problems. To solve them, a method which takes this property into account is presented. It requires the resolution of 2N–1 subproblems, if there areN stages in the original problem. A sufficient condition is given on the matrix of the constraints for the property to be true. When only a submatrix has this property, we propose to use the Dantzig-Wolfe decomposition principle. We then can solve the subproblem with the proposed method. Applications to linear and nonlinear programming are presented.This work was done while the author was Visiting Scholar at the Department of Electrical Engineering and Computer Sciences, University of California, Berkeley, California.  相似文献   

16.
生玉秋  郭亚红 《数学研究》2009,42(2):194-200
设F,K为域,GLn(F),SLn(F)分别表示F上的n级一般线生群和n级特殊线性群.PGLn(F),PSLn(F)分别表示F上的n级射影一般线性群和n级射影特殊线性群.φ:SLn(F)→PGLn(K),n≥3为非平凡同态.本文确定了当K的持征为2时η的—个性质.  相似文献   

17.
This paper is devoted to the investigation of the stability of upper semi-Browder, lower semi-Browder and Browder linear relations which satisfy the stabilization property, under commuting Riesz operator perturbations. As applications, we infer the invariance of the corresponding Browder’s essential approximate point spectrum, Browder’s essential defect spectrum and Browder’s essential spectrum under commuting Riesz operator perturbations.  相似文献   

18.
本文给出了Fuzzy拓扑线性空间的若干特征刻划,简化了判断Fuzzy拓扑线性空间的条件,研究了Fuzzy拓扑线性空间的层次结构,揭示了Fuzzy拓扑线性空间与分明拓扑线性空间的内在联系,得到了Fuzzy拓扑线性空间的“平移不变性”与“局部凸性”都是可截性质。  相似文献   

19.
In this paper we characterize the upper semicontinuity of the feasible set mapping at a consistent linear semi-infinite system (LSIS, in brief). In our context, no standard hypothesis is required in relation to the set indexing the constraints and, consequently, the functional dependence between the linear constraints and their associated indices has no special property. We consider, as parameter space, the set of all LSIS having the same index set, endowed with an extended metric to measure the size of the perturbations. We introduce the concept of reinforced system associated with our nominal system. Then, the upper semicontinuity property of the feasible set mapping at the nominal system is characterized looking at the feasible sets of both systems. The fact that this characterization depends only on the nominal system, not involving systems in a neighbourhood, is remarkable. We also provide a necessary and sufficient condition for the aimed property exclusively in terms of the coefficients of the system.  相似文献   

20.
徐广善 《数学进展》1996,25(5):463-467
我们给出变系数线性递推序列的一个算术性质,它类似于常系数线性递推序列的情形。  相似文献   

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