半相依回归系统的岭型主成分改进估计  

An Improvement of Combining Ridge and Principal Components Estimator for Seemingly Unrelated Regression System

作　　者：归庆明[1] 黄顺玉[1] 

机构地区：[1]郑州测绘学院基础部

出　　处：《工程数学学报》1995年第4期39-45,共7页Chinese Journal of Engineering Mathematics

摘　　要：对于一类半相依回归系统，本文提出了一种岭型主成分改进估计，并讨论了这种估计及相应的两步估计的优良性质，获得了若干深入的结果。Abstract For the two seemingly unrelated regression system,this paper proposed an improved combining ridge and pricipal components estimator and investigated its advantages.The related two -stage improved combining ridge and principal components estimator and its properties are also discudded.

关 键 词：半相依回归系统 协方差改进估计 岭型主成分估计 

分 类 号：O212.1[理学—概率论与数理统计]