最佳线性无偏估计 meaning in Chinese
beat linear unbiased eatimate
Examples
- Canonical correlation coefficient and the best linear unbiased estimation
典型相关系数与最佳线性无偏估计 - Based on wavelet analysis , wls is the best linear unbiased estimator of regression model parameters in the context of l / f noise
基于小波技术的wls法是具有1 f噪声的系统回归模型参数的最佳线性无偏估计。 - We make the following assumption for when 2 is positive definite matrix , different estimators about matrix of regression coefficients and inefficiency of least squares estimate have been discussed in many documents . considered 2 is nonnegative definite matrix , this thesis derives best linear unbiased estimate of parameter matrix b and estimable parameter function kbl under the meaning of matrix nonnegative definite and the property of maximum probability of blue is investigated . next , we discuss some necessary and sufficient conditions of the equality of the lse and blue , then we derive the estimation of the deviation bet - ween the least squares and the best linear unbias estimators of the mean matrix , meanwhile a relative efficiency of lse ofb is proposed and its bound is given
当0时，众多文献讨论了回归系数阵的各种估计及lse的有效性，本文考虑了当0的情形，给出了回归系数阵b及其可估参数函数kbl的在矩阵非负定意义下的最优估计( blue ) ，研究了它的一个最大概率性质，并且讨论了最小二乘估计成为最佳线性无偏估计的充分必要条件，在此基础上给出了均值矩阵的最小二乘估计与blue的偏差估计，定义了lse相对于blue的一个相对效率，并给出了它的界。 - In this paper , we discussed the procedures of quantiles , maximum - likelihood , probability weighted moments , moments , least square , the best linear unbiased estimate , good linear unbiased estimation , and the best invariant estimate to the parameters of gumbel distribution , then give out the expectation and variance - covariance respectively . we compared the statistical behavior of these eight estimate procedures not only theoretically but also in the monte - carlo simulation
本文利用分位数法、极大似然法、概率加权矩法、矩法、最小二乘法、最佳线性无偏估计法、简单线性无偏估计法、最好线性同变估计法对gumbel分布中的参数进行估计，分别给出了这八种估计量的期望、方差和协方差。