共查询到20条相似文献,搜索用时 62 毫秒
1.
对于一般的G-M模型Y-N(Xβ,σ^2V),V≥0,当Sβ不是线性可估的时,本文分别得到了矩阵损失下(Sβ,σ^2)的联合估计(LY+a.YAY)的估计类中和在一切估计的类中可容许的充要条件,以及在二次损失LY+a-Sβ+(YAY-σ^2)^2下和估计类中可容许的充要条件。 相似文献
2.
谢长春 《高校应用数学学报(A辑)》1994,(4)
在一般Gauss-Markoff模型{Y,Xβ,V}下,设F是一个适当阶矩阵,C为任意适当维向量,本文找到了AY是C'β的最小偏倚估计的充分必要条件及AY是C'β的最佳线性最小偏倚估计的充要条件.在以概率1意义下,证明了对于所有适当维向量C,C'β的最佳线性最小偏倚估计能被表示成FY的线性函数的充要条件,且在此条件下,线性变换保最佳线性最小偏倚估计. 相似文献
3.
本文对多维(P维)校准统计问题:Yi~Np(αxi+β,Σ),利用主成份分析和非负约束规划的方法将原用反映指标向量Y0估计相应之X0变为只用一个综合指标去估计X0,使多维校准问题降格成单维情况。(这里Yi和Y0即反映指标向量,如α,β一样都是P维向量) 相似文献
4.
刘金山 《数学年刊A辑(中文版)》1999,(6)
本文对于多元线性模型Y~(XB,Σ@In)提出参数B一种预检验估计方法当Σ已知时,给出一种整洁有偏估计,得到了它在均方误差(阵)准则下优于BLUE的充要条件当Σ未知时,提出一种非线性两步估计,并得到它的精确均有误差阵结果和优于BLUE的充要条件本文还给出估计占优条件的检验统计量 相似文献
5.
部分线性模型参数分量的L_1模估计的渐近正态性 总被引:2,自引:0,他引:2
考虑i.i.d.观测数据(T1,X1,Y1),…,(Tn,Xn,Yn),其中Ti∈[0,1],ui为观测误差,β0为未知参数向量,g0为未知函数.本文用分段多项式gn(t)来逼近g0(t),求解得到β0的估计β和g0的估计gn,其中n是一个m阶分段多项式类.在一定条件下,本文证明了渐近正态. 相似文献
6.
7.
8.
本文首先讨论了广义线性模型Y=Xβ+ε(ε~(O,V))的系数β的最优线性无偏估计是用T2=XY作为伴随变量对最小二乘估计T1=(XX)-1X1Y进行改进而得到的协方差改进估计.并把所得结果用于经济领域中的线性相依回归方程系统(SeeminglyUnrelatedRegressionEqautionsSystem).然后关于一类线性相依混合效应回归方程系统,提出了一种优化估计方法。 相似文献
9.
赵泽茂 《数理统计与应用概率》1994,9(3):47-53
对于一般的正态线性回归模型Y=Xβ+ε,ε~Nn(0,σ∑)本文采用极小化均方程差的方法得到了回归系数的一种非线性有偏估计,即广义Stein估计,给出了它的偏差及其均方误差的渐近展开式,并且在均方误差意义下,当误差干扰充分小(σ→0)时,给出了该估计优于BLU估计的渐近充要条件。 相似文献
10.
完全与截尾样本时回归函数的核估计 总被引:8,自引:0,他引:8
胡舒合 《数学年刊A辑(中文版)》1995,(3)
本文得到了完全与截尾样本时回归函数核估计的强相合性.接着,构造了截尾样本的改良核估计,在E|Y|<∞下,得到了其强相合性. 相似文献
11.
AdmissibleLinearEstimationinLinearModelsLuChangyu(鹿长余)andZhuXianhai(朱显海)(DepartmentofMathematics,NortheastNormalUniversity,Ch... 相似文献
12.
13.
在[1],[2],[3]基础上给出了某些线性变换下模糊线性无关向量组及模糊基的变换规律,指出任意模糊线性无关组都可扩充为模糊基,同时也给出了将模糊线性无关性组扩弃为模糊基的方法,。 相似文献
14.
线性回归中,针对最小二乘法的两个替代准则一绝对离差和最小准则以及最大绝对离差最小准则,利用线性规划技术建立回归预测模型。实用分析表明,线性规划模型具有较好的预测效果,有郊地消除了统计数据中异常值对回归方程的影响。 相似文献
15.
16.
Linear Arboricity and Linear k-Arboricity of Regular Graphs 总被引:1,自引:0,他引:1
We find upper bounds on the linear k-arboricity of d-regular graphs using a probabilistic argument. For small k these bounds are new. For large k they blend into the known upper bounds on the linear arboricity of regular graphs.
Received: December 21, 1998 Final version received: July 26, 1999 相似文献
17.
Linear optimal control problems with state inequality constraints is an important class of large systems. This paper shows that a generalized programming formulation of these problems does not result in a decomposition over time or a maximum principle as it does for problems without the state constraints. A semi-finite generalized programming formulation, however, can be used to formally produce the maximum principle, i.e. the necessary optimality conditions, for problems under consideration. 相似文献
18.
Yu. I. Merzlyakov 《Journal of Mathematical Sciences》1980,14(1):887-921
The paper is based on material reviewed in RefZhMat during 1971–1977 and continues a survey of the same name which appeared in this series in 1971. In light of the Tits alternative two old areas have now acquired special importance-free linear groups and solvable linear groups; they are given special attention. Other areas are discussed in somewhat more detail than previously.Translated from Itogi Nauki i Tekhniki, Algebra, Topologiya, Geometriya, Vol. 16, pp. 35–89, 1978. 相似文献
19.
A. E. Zalesskii 《Journal of Mathematical Sciences》1985,31(3):2974-3004
This survey article covers papers abstracted inReferativnyi Zhurnal Matematika during the period 1978–1982 and is a continuation of the surveys Linear groups published in 1967, 1971, and 1977 in the seriesAlgebra, Topology, Geometry (Itogi Nauki i Tekhniki). The main things under consideration are linear groups over rings and the structure of infinite linear groups. Some very recent results are also mentioned.Translated from Itogi Nauki i Tekhniki, Seriya Algebra, Topologiya, Geometriya, Vol. 21, pp. 135–182, 1983. 相似文献
20.
Let X be a k-vector space, and U a maximal proper filter of subspaces of X. Then the ring of endomorphisms of X that are “continuous” with respect to U modulo the ideal of those that are “trivial” with respect to U forms a division ring E(U). (These division rings can also be described as the endomorphism rings of the simple left End(X)-modules.) We study this and the dual construction, based on maximal cofiIters of subspaces of X, in particular, the relation between the constructed division rings and the original field or division ring k. We end by examining a more general construction in which X is a module over a general ring, given with both a filter and a cofilter of submodules. 相似文献