| 线性等式约束下多元线性模型的简单投影预测 |
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| 引用本文： | 袁权龙,孙明伟,向正会,郭晓春. 线性等式约束下多元线性模型的简单投影预测[J]. 经济数学, 2009, 26(3): 95-98 |
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| 作者姓名： | 袁权龙 孙明伟 向正会 郭晓春 |
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| 作者单位： | 贵州大学,理学院数学系,贵州,贵阳,550025;贵州大学,理学院数学系,贵州,贵阳,550025;贵州大学,理学院数学系,贵州,贵阳,550025;贵州大学,理学院数学系,贵州,贵阳,550025 |
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| 基金项目： | 贵州大学青年科研基金项目 |
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| 摘 要： | 研究线性等式约束下一般生长曲线模型的简单投影预测θCSPP关于协方差阵的稳健性，得到θCSPP为条件线性可预测变量的条件最优线性无偏预测的充要条件，推广Bolfarine H等的有关结果。
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| 关 键 词： | 线性等式约束 生长曲线模型 条件线性可预测变量 条件简单投影预测 稳健性 条件最优预测 |
THE SIMPLE PROJECTION PREDICTOR IN MULTIVARIATE LINEAR MODEL WITH LINEAR EQUALITY CONSTRAINT |
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| YUAN Quan long,SUN Ming-wei,XIANG Zheng-hui,GUO Xiao-chun. THE SIMPLE PROJECTION PREDICTOR IN MULTIVARIATE LINEAR MODEL WITH LINEAR EQUALITY CONSTRAINT[J]. Mathematics in Economics, 2009, 26(3): 95-98 |
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| Authors: | YUAN Quan long SUN Ming-wei XIANG Zheng-hui GUO Xiao-chun |
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| Affiliation: | (Department of Mathematics, Science College of Guizhou University ,Guiyang, Guizhou 550025) |
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| Abstract: | Considering the simple projection prediction θCSPP in the general growth curve model with lin-ear equality constraints, the robustness of θCSPP, the covariance matrix was investigated. The necessary and sufficient conditions,that are θCSPP also the conditional best linear unbiased predictor,were obtained. |
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| Keywords: | Linear equality constraints growth curve model conditional simple projection predictor robustness conditional optimal predictor |
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