线性模型参数的最优估计——基于对最小P乘估计的研究

The Best Estimations of the Parameters in Linear Model

本文通过随机模拟计算研究了线性回归模型参数的LP估计量的一些特性,当误差项服从不同的分布时,在LP估计量中寻找最优或接近最优的估计。

This paper studies some properties of the LP estimations of the parameters in linear regression model by stochastic simulated calculation. When the errors have different distributions, the best or approximate best one among the LP estimations have been searched.