[1]姚琦伟.协方差分量矩阵的最小方差无偏估计和最小模不变无偏估计[J].东南大学学报(自然科学版),1987,17(4):111-122.[doi:10.3969/j.issn.1001-0505.1987.04.013]
 Yao Qiwei(Department of Mathematics and Mechanics).MVUE and MINQE (I, U) of Matrix Covariance Components[J].Journal of Southeast University (Natural Science Edition),1987,17(4):111-122.[doi:10.3969/j.issn.1001-0505.1987.04.013]
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协方差分量矩阵的最小方差无偏估计和最小模不变无偏估计()
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《东南大学学报(自然科学版)》[ISSN:1001-0505/CN:32-1178/N]

卷:
17
期数:
1987年第4期
页码:
111-122
栏目:
本刊信息
出版日期:
1987-07-20

文章信息/Info

Title:
MVUE and MINQE (I, U) of Matrix Covariance Components
作者:
姚琦伟
南京工学院数学力学系
Author(s):
Yao Qiwei(Department of Mathematics and Mechanics)
关键词:
协方差分量矩阵 可估性 不变性 最小方差无偏估计 最小模不变估计
Keywords:
matrix covariance componts estimation invariance minimum variance unbiased estimators minimum quadratic estimators (unbiased invariant)
分类号:
+
DOI:
10.3969/j.issn.1001-0505.1987.04.013
摘要:
本文将方差分量的估计问题推广到多元情形。讨论多元线性模型中协方差分量矩阵的估计问题。
Abstract:
This paper concerns with the minimum variance, unbiased estimators (MVUE) and the minimum quadratic estimators (unbised, invariant) (MINQE (U, I)) of matrix covariance components. It is the extension of estimation of variance components. A necessary and sufficient condition of Θ_i: unbiased estimable is discussed.
更新日期/Last Update: 2013-05-01