摘要
对于一类相依线性回归系统，本文提出了一种泛岭改进估计，并讨论了这种估计及相应的两步估计的优良性质，获得了若干深入的结果．
For the two semingly unrelated regression system, this paper proposed an improved universal ridge estimator and investigated its advantages. The related two-stage improved universal ridge estimator and its properties are also discussed.
出处
《数学研究》
CSCD
1994年第2期76-81,共6页
Journal of Mathematical Study
关键词
两步估计
优良性
线性回归
性质
系统
seemingly unrelated regression system, covariance improvement estimator,universal ridge estimator,two-stage estimator
