椭球分布下两个回归方程共同回归系数的估计

Estimation of the Coefficients in Two Regression Equations Underlying the Distribution is Elliptical

1 引言令Y_i=X_iβ+ε_i i=1,2.(1.1)是两个回归方程,其中Y_i,T_i×1随机向量; X_i,T_i×k设计矩阵,rk^-(X_i)=k,T_i>k; β,k×1回归系数向量; ε_i,T_i×1随机误差向量。假定对i,j=1,2,

In this paper we extent swamy and mehta's results to the elliptical distribution and abtain similar results.