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 最小渐近方差 添加此单词到默认生词本
minimum asymptotic variance

  1. 摘要针对元线性正态结构关系模型(SRM),本文给出了真值向量协方差阵的广义逆构造,并在三种常见误差协方差阵假定下应用标准δ法分别给出了模型结构参数约束最小二乘估计的渐近方差阵及其相合估计。
    For the multivariate linear normal structural relationship model (SRM), a generalized inverse matrix for the covariance matrix of true vector is obtained in this paper, and the asymptotic covariance matrix and its consistent estimation for the parameter estimator are derived by using the standard δ method under the usually three assumptions for the error covariance matrix, respectively.
  2. 摘要利用交替迭代算法,研究在线性不等式约束下具有相同参数的两个线性模型在误差方差未知条件下的参数估计问题,得到了其参数的最小二乘估计序列及其渐近解,并利用多元多项式方程组解的个数定理和不动点定理,证明了此估计序列是依概率1收敛的。
    With the alternating iterative algorithm, solved parameters estimation question of mathmatic model in the case of unknown error variances, which contains two linear models with the same parameters under linear inequality constraints, was investigated and two least square estimation sequences and the approximate solutions that refer to the parameters in the model were obtained, on the basis of which via fixed-point theorem and numbers theorem of solutions of multivariate polynomial equation group it was proved that the estimation sequences are convergent in probability 1.



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