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The Pre-test Principal Components Estimator in the Two Seemingly Unrelated Regression System
引用本文:归庆明. The Pre-test Principal Components Estimator in the Two Seemingly Unrelated Regression System[J]. 数学季刊, 1996, 0(4)
作者姓名:归庆明
作者单位:Zhengzhou Institute of Surveying and Mapping,Zhengzhou,45O052
摘    要:ThePre-testPrincipalComponentsEstimatorintheTwoSeeminglyUnrelatedRegressionSystemGuiQingming(ZhengzhouInstituteofSurveyingand...


The Pre-test Principal Components Estimator in the Two Seemingly Unrelated Regression System
Gui Qingming. The Pre-test Principal Components Estimator in the Two Seemingly Unrelated Regression System[J]. Chinese Quarterly Journal of Mathematics, 1996, 0(4)
Authors:Gui Qingming
Abstract:For the two seemingly unrelated regression system, this paper proposed a new type of estimator called pre-test principal components estimator (PTPCE) and discussed some properties of PTPCE.
Keywords:semmingly unrelated regression system  pre-test principal components estimator
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