孝感学院学报
孝感學院學報
효감학원학보
JOURNAL OF XIAOGAN UNIVERSITY
2008年
6期
24~26
,共null页
有偏估计 广义最小二乘估计 可容许性
有偏估計 廣義最小二乘估計 可容許性
유편고계 엄의최소이승고계 가용허성
biased estimate; generalized least squares estimate; admissible
根据线性回归模型[Y=Xβ+ε;ε~(0,σ^2 V);V〉0],给出了一种新的有偏估计βd(V),讨论了该有偏估计的优良性质,在均方误差矩阵准则下比较了新估计与广义最小二乘估计的性能,并证明了其容许性。
根據線性迴歸模型[Y=Xβ+ε;ε~(0,σ^2 V);V〉0],給齣瞭一種新的有偏估計βd(V),討論瞭該有偏估計的優良性質,在均方誤差矩陣準則下比較瞭新估計與廣義最小二乘估計的性能,併證明瞭其容許性。
근거선성회귀모형[Y=Xβ+ε;ε~(0,σ^2 V);V〉0],급출료일충신적유편고계βd(V),토론료해유편고계적우량성질,재균방오차구진준칙하비교료신고계여엄의최소이승고계적성능,병증명료기용허성。
In the linear regression model [Y=Xβ+ε;ε~(0,σ^2 V);V〉0], this paper gives another class of biased estimateβd (V) . We obtain the sufficient condition that the new estimator is better than generalized least squares estimator based on the generalized mean square error criterion and we proved βd (V) was an admissible estimate with many good characteristics.