| 半相依回归系统中系数的协方差改进估计与GM估计的等价性 |
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| 引用本文： | 夏正茂,梁家荣.半相依回归系统中系数的协方差改进估计与GM估计的等价性[J].纯粹数学与应用数学,1996,12(1):93-97. |
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| 作者姓名： | 夏正茂 梁家荣 |
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| 作者单位： | 西北大学!西安710069 |
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| 摘 要： | 从矩阵的Ｋｒｏｎｅｃｋｅｒ乘积和拉直理论出发，讨论了相依回归系统中协方差改进估计，给出了协方差改进估计和ＧＭ估计的一个等价条件。
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| 关 键 词： | 协方差改进估计 半相依回归系统 GM估计 等价性 |
AN EQUIVALENCE THEOREM OF THE CONVARIANCE IMPROVEMENT ESTIMATOR AND THE GM IN THE REGRESSION EQUATION SYSTEMS |
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| Xia zhengmao Liang jiarong.AN EQUIVALENCE THEOREM OF THE CONVARIANCE IMPROVEMENT ESTIMATOR AND THE GM IN THE REGRESSION EQUATION SYSTEMS[J].Pure and Applied Mathematics,1996,12(1):93-97. |
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| Authors: | Xia zhengmao Liang jiarong |
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| Abstract: | By using the methods of the Kronecker matric product and the matric tranformatin theo-ry we discussed the parameter estimator in the regression equation systems, and an equivalence theorem of the covariance improvement estimator and the Gm wasobtained in this paper. |
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| Keywords: | covariance improvement esimator Kronecker product regression equation systems |
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