Best linear unbiased predictors and estimators under a pair of constrained seemingly unrelated regression models

首页> 外文期刊>Statistics & Probability Letters >Best linear unbiased predictors and estimators under a pair of constrained seemingly unrelated regression models

【24h】

Best linear unbiased predictors and estimators under a pair of constrained seemingly unrelated regression models

机译：一对受约束看似无关的回归模型下的最佳线性无偏见预测器和估计器

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

We give a group of computational formulas on best linear unbiased predictors and best linear unbiased estimators of all unknown parameters in a pair of seemingly-unrelated regression models with separate linear parameter restrictions using some quadratic matrix optimization methods, and establish many basic properties of the predictors and estimators under some general assumptions. (C) 2019 Elsevier B.V. All rights reserved.

著录项

来源
《Statistics & Probability Letters》 |2020年第2020期|共7页
作者

展开▼
作者单位

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类概率论（几率论、或然率论）;
关键词
CSUR model; BLUP; BLUE; Covariance matrix; Decomposition;

机译：CSUR模型;Blup;蓝色;协方差矩阵;分解;

相似文献

外文文献
中文文献
专利

1. Best linear unbiased predictors and estimators under a pair of constrained seemingly unrelated regression models [J] . Statistics & Probability Letters . 2020,第期

机译：一对受约束看似无关的回归模型下的最佳线性无偏见预测器和估计器
2. Existence of the Uniformly Minimum Risk Unbiased Estimator in Seemingly Unrelated Regression System [J] . Wu Qiguang Acta Mathematica Sinica . 1995,第1期

机译：似无关的回归系统中一致最小风险无偏估计量的存在
3. Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix [J] . Kurata Hiroshi, Matsuura Shun Annals of the Institute of Statistical Mathematics . 2016,第4期

机译：在具有已知相关矩阵的看似无关的回归模型中，回归系数的最佳等变估计
4. Optimality and Recursive Algorithm of General Least Squares Estimator of Seemingly Unrelated Linear Regression Models [C] . Xu Wenke, Li Fengri, Liu Fuxiang 2010 International Conference on Computational Intelligence and Software Engineering . 2010

机译：看似无关线性回归模型的通用最小二乘估计的最优性和递推算法
5. PARAMETRIC AND NONPARAMETRIC ANALYSIS OF THE MULTIPLE DESIGN MULTIVARIATE LINEAR MODEL (SEEMINGLY UNRELATED REGRESSION EQUATIONS). [D] . SCHWAB, BARRY HOWARD. 1984

机译：多个设计多元线性模型（即不相关的回归方程）的参数和非参数分析。
6. Inference for Seemingly Unrelated Varying-Coefficient Nonparametric Regression Models [O] . Jinhong You, Haibo Zhou -1

机译：推断半相依变系数非参数回归模型
7. Robustness of the best linear unbiased estimator and predictor in linear regression models [O] . František Štulajter 1990

机译：线性回归模型中最佳线性无偏见估计和预测器的鲁棒性

Best linear unbiased predictors and estimators under a pair of constrained seemingly unrelated regression models

摘要

著录项

相似文献

相关主题

期刊订阅