1) improved covariance spectrum estimation
改进协方差谱估计法
2) covariance improvement estimator
协方差改进估计
1.
We give a sufficient and necessary condition for the covariance improve- ment estimator of the unknown regression coefficient and their estimable functions under the reduced model remains covariance improvement estimator in the partitioned seemingly unrelated regression model.
给出简约模型下未知回归系数及其可估函数的协方差改进估计仍是分块SUR模型下相应参数的协方差改进估计的一个充要条件。
2.
For a chass of seemingly unrelated regression system(1),when the design matrix X_1 is ill-conditioned,Wang song-gui has proposed improvement estimators _1(k)、_1(T,k) of covariance improvement estimators _1、_1(T) for covariance matrix V is known or unknown in[1].
讨论这两种有偏估计与它们的协方差改进估计β1~,β~1(T)及最小二乘估计β1∧之间的相对效率问题,并给出了相对效率的上界或下界。
3) covariance-improved estimator
协方差改进估计
1.
In this paper we try to obtain the covariance-improved estimator sequence and the convergence of two-stage covariance-improved estimator sequence.
对于由两个误差项相关的线性回归方程组成的SUR系统,通常地根据以往的知识经验可以获得有关未知参数β的一些信息,该文就是在线性约束r=Rβ下,讨论SUR系统的协方差改进估计序列及两步协方差改进估计序列的收敛性问题。
2.
The exact finite sample result of MSEM of the two-stage covariance-improved estimator introduced by Liu and Wang (1999) is obtained in SUR model with the multivariate t-distribution.
本文把文献中关于正态分布下相依回归模型参数Zellner估计的有限样本均方误差 结果和效率结果以及两步协方差改进估计的一般均方误差结果推广到多元t分布情况, 在该分布下两种估计的统计优效性质均不变。
4) two steps covariance improvement estimate
两步协方差改进估计
1.
We put forward a generalized two steps biased estimate and prove that the mean square error of the generalized two steps biased estimate is less than the mean square error of the two steps covariance improvement estimate when the designed matrix is ill-condition.
本文提出了一类相依回归系统参数的广义两步有偏估计,证明了当设计矩阵呈病态时,广义两步有偏估计的均方误差小于两步协方差改进估计的均方误差。
2.
We put forward a two steps biased estimate and prove that the MSE of above estimate is less than the MSE of the two steps covariance improvement estimate when the multi-collinearity is exis
本文提出了一种两步有偏估计，证明了当设计矩阵呈病态时，这种有偏估计的均方误差小于两步协方差改进估计的均方误差。
5) generalized covariance improvement estimate(GCIE)
广义协方差改进估计
6) improved Burg spectrum estimation method
改进Burg谱估计法
补充资料：改进
改变旧有情况，使有所进步：～工作ㄧ操作方法有待～。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条