带随机约束的奇异线性模型的加权混合两参数估计  

Weighted Mixed Two-Parameter Estimation for Singular Linear Models with Stochastic Constraints

作　　者：左卫兵 罗雅松 ZUO Wei-bing;LUO Ya-song(College of Mathematics and Statistics,North China University of Water Resources and Electric Power, Zhengzhou 450046,China)

机构地区：[1]华北水利水电大学数学与统计学院,河南郑州450046

出　　处：《兰州文理学院学报（自然科学版）》2018年第6期1-5,共5页Journal of Lanzhou University of Arts and Science(Natural Sciences)

基　　金：河南省基础与前沿技术研究项目(152300410112)

摘　　要：针对奇异线性模型的复共线性,通过结合加权混合估计和新的两参数估计算子,提出了奇异线性模型的一种新的加权混合两参数估计,在均方误差矩阵意义下讨论了其优良性,并进行了数据模拟,从而把这类有偏估计推广到奇异线性模型的情形.Aiming at the complex collinearity of singular linear model,a new weighted mixed two-parameter estimation of singular linear model is proposed by combining weighted mixed estimation and a new two-parameter estimation operator.The excellent properties are discussed in the sense of mean square error matrix and the data simulation is carried out to extend this kind of biased estimation to the case of singular linear models.

关 键 词：奇异线性模型 随机约束 均方误差矩阵 加权混合两参数估计 

分 类 号：O212.1[理学—概率论与数理统计]