一般半相依回归系统两步估计序列的收敛性

The Convergence of Covariance-mproved Estimator Sequence of Generalized Seemingly Unrelated Regression Equation System

考虑一般半相依回归系统的两步协方差改进估计序列 ,通过引入矩阵范数及矩阵的收敛 ,可以比较完整地解决两步协方差改进估计序列的收敛性 .

Two_stage covariance_improved estimator sequence of the generalized seemingly unrelated regressing equations system is considered. Through introducing the norm and convergence property of matrix, we can solve more completely the convergence of two_stage covariance_improved estimator sequence.