半相依回归系统的广义岭型主成分改进估计  

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

作　　者：左卫兵[1] 毋红军[1] 

机构地区：[1]华北水利水电学院数学与信息科学学院,郑州450011

出　　处：《河南师范大学学报（自然科学版）》2009年第4期19-21,共3页Journal of Henan Normal University(Natural Science Edition)

基　　金：河南省自然科学基金(0611052600)

摘　　要：对于一类半相依回归系统提出了一种广义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.For the tow seemingly unrelated regression system, this paper proposes an improved .combining generalized ridge and principal components estimator and investigates its advantages. The related tow-stage improved combining generalized ridge and principal components estimator and its properties are also discussed.

关 键 词：半相依回归系统 广义岭型主成分估计 两步估计 

分 类 号：O212.1[理学—概率论与数理统计]