Existence of SURU estimators in SURE model with special covariance structures  

作　　者：WU QiguangInstitute of Systems Science, Chinese Academy of Sciences, Beijing 100080, China 

出　　处：《Chinese Science Bulletin》1997年第14期1149-1151,共3页

摘　　要：THROUGHOUT this note, the following notations are used: For a matrix A, A】0 means thatA is positive definite symmetric; R （A）, A′and A^- stand for the column space, transposeand any g-inverse of A respectively; P_A = A （A′A）^- A′and P_A = I_k - P_A, where I_k is theidentity matrix of order k that is the number of rows in A. R^m×n is the totality of m×n realmatrices.

关 键 词：seemingly UNRELATED regression equations (SURE) MODEL UNIFORMLY minimum risk UNBIASED (UMRU) estimator uniform COVARIANCE STRUCTURE serial COVARIANCE structure. 

分 类 号：N941[自然科学总论—系统科学]