摘要
研究线性等式约束下一般生长曲线模型的简单投影预测^θCSPP关于协方差阵的稳健性,得到^θCSPP为条件线性可预测变量的条件最优线性无偏预测的充要条件,推广Bolfarine H等的有关结果.
Considering the simple projection prediction θCSPP in the general growth curve model with lin-ear equality constraints, the robustness of θCSPP, the covariance matrix was investigated. The necessary and sufficient conditions,that are θCSPP also the conditional best linear unbiased predictor,were obtained.
出处
《经济数学》
北大核心
2009年第3期95-98,共4页
Journal of Quantitative Economics
基金
贵州大学青年科研基金项目(2007003)