Chinese Quarterly Journal of Mathematics ›› 2000, Vol. 15 ›› Issue (3): 63-71.

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Mean Square Error Comparisons of Estimators in Two SUR Models 

  

  1.  五邑大学数理系 广东江门5290202,郑州解放军测绘学院基础部 河南郑州450052 
  • Received:1992-06-19 Online:2000-09-30 Published:2024-07-18
  • About author:LIU Jin-shan(1958-),male,native of Fangcheng,Henan,an associate proessor of Wuyi University,engages in mathematical statistics.
  • Supported by:
    Suppported in part by Henan Natural Science Foundation(004051300)

Abstract: 对于 2SUR回归模型的参数估计问题 ,给出了一些一般均方误差矩阵比较结果 ,据此提出了一类线性估计和一类基于离差阵广义非限定估计的非线性两步估计 ,并获得了该两步估计类的一些有限样本性质 . 

Key words:  , SUR模型, 两步估计, 均方误差矩阵,  ,

CLC Number: