摘要
讨论了联合回归估计的性质,证明了它是最小二乘估计的压缩估计,且有比它更好的抗干扰性和稳健性。
In this paper, the author discusses the optimal properties of the United Regression Estimate. The estimate is a pressure one of the least squares estimate. Its numerical stability and relative efficiency are also proved.
出处
《郑州纺织工学院学报》
1997年第A04期106-109,共4页
Journal of Zhengzhou Textile Institute
关键词
线性模型
抗干扰性
有效性
联合回归估计
linear model,based estimate,condition number,number stability,relative efficiency