摘要
对于一类半相依回归系统,本文提出了一种岭型主成分改进估计,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。
Abstract For the two seemingly unrelated regression system,this paper proposed an improved combining ridge and pricipal components estimator and investigated its advantages.The related two -stage improved combining ridge and principal components estimator and its properties are also discudded.
出处
《工程数学学报》
CSCD
1995年第4期39-45,共7页
Chinese Journal of Engineering Mathematics