| 受约束回归模型参数的统一几乎无偏估计 |
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| 引用本文： | 黎雅莲,杨虎.受约束回归模型参数的统一几乎无偏估计[J].系统科学与数学,2011,31(1). |
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| 作者姓名： | 黎雅莲 杨虎 |
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| 作者单位： | 重庆大学数学与统计学院,重庆,401331 |
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| 基金项目： | 国家自然科学基金(11001286) |
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| 摘 要： | 考虑实际回归问题中存在更多受约束条件的情况,提出了带约束的统一几乎无偏估计类,统一了常见的具有线性约束的回归模型的几乎无偏估计,进一步的研究给出了在均方误差和均方误差矩阵意义下,带约束的统一几乎无偏估计优于一般带约束的最小二乘估计的充分条件和椭球范围.
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| 关 键 词： | 统一有偏估计 统一几乎无偏估计 均方误差 均方误差矩阵 |
UNIFIED ALMOST UNBIASED ESTIMATION IN RESTRICTED REGRESSION MODEL |
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| LI Yalian,YANG Hu.UNIFIED ALMOST UNBIASED ESTIMATION IN RESTRICTED REGRESSION MODEL[J].Journal of Systems Science and Mathematical Sciences,2011,31(1). |
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| Authors: | LI Yalian YANG Hu |
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| Institution: | LI Yalian YANG Hu (College of Mathematics and Statistics,Chongqing 401331) |
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| Abstract: | This paper considers the problem of regression with some restrictions in application, the unified almost unbiased estimator for the vector of parameters in a linear regression model with additional linear restrictions is introduced,which is unified expression for common almost unbiased estimators in linear restricted regression model.Furthermore,sufficient condition and ellipsoid bound are established for the new estimator to be better than the ordinary restricted least squares estimator in terms of mean sq... |
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| Keywords: | Unified biased estimator unified almost unbiased estimator mean squares error mean squares error matrix |
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