一类相关线性模型参数的投影估计  

An estimation of parameters of a kind of linear models by projection way

作　　者：殷承元[1] 

机构地区：[1]上海财经大学应用数学系,上海200433

出　　处：《安徽大学学报（自然科学版）》2008年第5期30-32,共3页Journal of Anhui University(Natural Science Edition)

摘　　要：论文研究了比较广泛意义下的线性模型y=Xβ+u的参数估计,提出了一个好的方法——投影方法.在这个模型中,利用随机项u可能不一定相互独立的条件形成了一个递归关系,由此可得到待估参数的渐近估计.这是一个比较好的结果.We studied a linear under more general conditions y = Xβ ＋ u. A better projection method was used to estimated asymptotely coefficients of the linear model. In the model, the random term u might not be independent. By the method a recursive relation was obtained on the coefficients and the correlation coefficients of the random term which could work well. Then according to the requirements for accuracy, the estimations of the unknown parameters were gotten. It seemd to be available to estimate coefficients and got a better result.

关 键 词：线性模型 投影方法 近似估计 

分 类 号：O175[理学—数学]