| 1. | 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 |
| 2. | Topics include statistical inference , regression , generalized least squares , instrumental variables , simultaneous equations models , and the evaluation of government policies and programs 主题包含了统计的推论、回归、一般化最小平方、工具变数、联立方程模式、以及政府政策与计划的评估。 |
| 3. | The estimators problem of parameters and functions in semi - linear model were studied by generalized least square method . the agreement between parameters and functional estimators was then presented 运用广义最小二乘法研究了一类半线性模型中的参数、函数的估计量问题,并证得估计量的一致性结果 |
| 4. | In this paper , we examine the factors affecting bank risk taking with panel two stage feasible generalized least squares estimation method , using the data of 15 nationwide commercial banks as the research sample 摘要本文以15家全国性商业银行的数据为研究样本,采用面板数据二阶段可行广义最小二乘方法检验了影响银行冒险行为的因素。 |
| 5. | The main works as the following : r / s analysis is introduced to improve wavelet - generalized least squares ( wls ) in order to increase the estimate accuracy of the hurst exponent 本文的主要工作和创新点如下:提出了一种针对wls ( wavelet - generalizedleastsquares )的ar模型法的改进算法。引入r s分析法对wls法进行改进,以提高hurst指数估计精度及滤波效果。 |
| 6. | 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。 |
| 7. | 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。 |