一种基于随机约束线性模型的参数有偏估计被引量：1

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摘要文章讨论了随机约束线性模型的参数估计问题,提出了一种新的几乎无偏加权混合岭估计方法。证明了在二次偏差准则下新估计优于加权混合岭估计,并分析了在均方误差矩阵准则下所提出的有偏估计优于加权混合岭估计的充要条件。

作者刘朝林荣腾中赵菲周利锋

机构地区重庆大学数学与统计学院重庆捷尚企业管理咨询有限公司

出处《统计与决策》 CSSCI 北大核心 2014年第13期75-77,共3页 Statistics & Decision

关键词加权混合岭估计几乎无偏加权混合岭估计二次偏差均方误差矩阵

参考文献8

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统计与决策

2014年第13期

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