摘要
本文讨论了线性约束下参数估计对设计阵、观测向量及约束条件摄动的灵敏性,并给出了广义岭估计、主成分估计相应的灵敏性定理。
This paper discusses the sensitivity for linear restricted parameter estimations on the disturbance of design matrix, observation vector and restricted condition, and obtains appropriate sensitivity theorem for generalized ridge estimate and principal components estimate.
出处
《重庆交通学院学报》
1990年第2期98-105,共8页
Journal of Chongqing Jiaotong University
关键词
线性约束
设计阵
数理统计
灵敏性
linear restriction, design matrix, disturbance, sensitivity, robustness, generalized ridge estimate, principal component estimate
