最佳线性无偏估计法 meaning in Chinese
best linear unbiased estimation method
blue method
Examples
- 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。