广义最小二乘估计 meaning in English
generalized least squares estimation
Examples
- Admissibility of generalized least square estimator on the unknown parameter matrix in the extensive growth curve
推广的生长曲线模型中未知参数矩阵的广义最小二乘估计的可容许性 - Then discusses its properties , such as biased property , relative efficiency of generalized variance and superiority comparisons between generalized ridge estimation and generalized least squares estimation . shows iterative algorithm based on the mean dispersion error
该估计虽然具有偏崎，但其估计精度具有良好的性质，如：有偏性、方差一致最优性、相对于广义最小二乘估计的广义方差效率、 mde ? ?有效性等。 - For a given matrix 0 , when the real dispersion matrix varying within certain range , the glse ( the equation is abbreviated ) is the minimum risk estimator under a large class of loss functions , which implies the glse is a robust estimator with respect to dispersion matrix and loss functions
证明当协方差阵在一定范围内变动时，广义最小二乘估计在一大类损失函数下都是风险最小的估计；广义最小二乘估计关于协方差阵和损失函数同时具有稳健性。 - However , two - stage estimates of regression coefficients corresponding to these two estimates have approximate equal mean square error . for testing linear hypothesis about regression coefficients , banerjee and magnus ( 1997 ) studied the sensitivity of f - test sta , tistic ( fgls ( ) ) based on generalized least square estimate caused by variance parameter in general case and proposed sensitivity statistic and its distribution
关于回归系数的线性假设检验问题， banerjee和magnus ( 1997 )在一般情况下从理论上研究了方差参数对基于广义最小二乘估计的f -检验统计量( f _ ( gls ) ( ) )的种种影响，提出了敏感性的概念，并给出敏感统计量的形式及其分布。