半相依回归系统中系数的协方差改进估计与GM估计的等价性  

AN EQUIVALENCE THEOREM OF THE CONVARIANCE IMPROVEMENT ESTIMATOR AND THE GM IN THE REGRESSION EQUATION SYSTEMS

作　　者：夏正茂[1] 梁家荣[1] 

机构地区：[1]西北大学,西安710069

出　　处：《纯粹数学与应用数学》1996年第1期93-97,共5页Pure and Applied Mathematics

摘　　要：从矩阵的Kronecker乘积和拉直理论出发,讨论了相依回归系统中协方差改进估计,给出了协方差改进估计和GM估计的一个等价条件。By using the methods of the Kronecker matric product and the matric tranformatin theo-ry we discussed the parameter estimator in the regression equation systems, and an equivalence theorem of the covariance improvement estimator and the Gm wasobtained in this paper.

关 键 词：协方差改进估计 半相依回归系统 GM估计 等价性 

分 类 号：O213.9[理学—概率论与数理统计]