| 多元线性模型中条件最优预测的稳健性 |
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| 引用本文： | 袁权龙,王浩波.多元线性模型中条件最优预测的稳健性[J].数学研究,2005,38(4):434-439. |
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| 作者姓名： | 袁权龙 王浩波 |
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| 作者单位： | 1. 贵州大学理学院数学系,贵州,贵阳,550025
2. 湖南大学数学与计量经济学院,湖南,长沙,410082 |
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| 摘 要： | 研究了多元线性模型中条件最优线性无偏预测的稳健性问题,得到了条件线性可预测变量的这种预测关于协方差矩阵具有稳健性的充要条件.
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| 关 键 词： | 线性等式约束 多元线性模型 条件线性可预测变量 条件最优线性无偏预测 稳健性 |
| 修稿时间： | 2004年11月10 |
Robustness of Conditional Optimal Prediction in the Multivariate Linear Model |
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| Yuan Quanlong,Wang Haobo.Robustness of Conditional Optimal Prediction in the Multivariate Linear Model[J].Journal of Mathematical Study,2005,38(4):434-439. |
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| Authors: | Yuan Quanlong Wang Haobo |
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| Institution: | Yuan Quanlong~1 Wang Haobo~2 |
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| Abstract: | In this paper,robustness of the conditional best linear unbiased predictor in the multivariate linear model with arbitrary rank are investigated.Necessary and sufficient conditions for the predictor of conditional linear predictable variable to be robust with respect to covariance matrices are obtained. |
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| Keywords: | Linear equality constraints multivariate linear model conditional linear predictable variable conditional best linear unbiased predictor robustness |
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