参数模型的预检验几乎无偏两参数估计
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摘要
文章讨论了带等式约束的参数模型,其误差向量服从多元正态分布,在等式约束条件是否成立不能确定的情况下,提出了参数模型的预检验几乎无偏两参数估计,并在均方误差准则下对估计的优良性进行分析。
This paper discusses a parameter model with equality constraint, whose error vector obeys multivariate normal distribution. In the case of uncertainty as to whether the equality constraint is valid or not, the paper proposes preliminary test almost unbiased two-parameter estimators, and analyses the optimality of the estimation under mean squared error principle.
This paper discusses a parameter model with equality constraint, whose error vector obeys multivariate normal distribution. In the case of uncertainty as to whether the equality constraint is valid or not, the paper proposes preliminary test almost unbiased two-parameter estimators, and analyses the optimality of the estimation under mean squared error principle.
引文
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[4]Kibria B M G,Saleh A K Md E.Preliminary Test Ridge RegressionEstimators With Student’S t Errors and Conflicting Test Statistics[J].Metrika,2004,(59).
[5]Saleh A K,Md E.Theory of Preliminary Test and Stein-Type Estima-tion With Applications[M].New York:John Wiley,2006.
[6]Yang H,Xu J.Preliminary Test Liu Estimators Based on the Conflict-ing W,LR and LM Tests in a Regression Model With Multivariate Stu-dent-t Error[J].Metrika,2011,(73).
[7]Chang X,Yang H.Performance of the Preliminary Test Two-Parame-ter Estimators Based on the Conflicting Test-Statistics in a Regres-sion Model With Student-t Error[J].Statistics,2012,(46).
[8]Wu J,Yang H.Efficiency of an Almost Unbiased Two-Parameter Esti-mator in Linear Regression Model[J].Statistics,2013,(47).
[9]Kaciranlar S,Sakallioglu S,Akdeniz F,et al.A New Biased Estimatorin Linear Regression and a Detailed Analysis of the Widely-Anal-ysed Dataset on Portland Cement[J].Sankhya,1999,(61).
[10]Anderson T W.An Introduction to Multivariate Statistical Analysis(2nd.ed.)[M].New York:John Wiley,1984.
[2]Saleh A K,Md E,Kibria B M G.Performances of Some New Prelimi-nary Test Ridge Regression Estimators and Their Properties[J].Com-munications in Statistics-Theory and Method,1993,(22).
[3]Yuksel G,Akdeniz F.Properties of Some New Preliminary Test LiuEstimators and Comparisons With the Usual Preliminary Test Estima-tors[J].Journal of Statistical Research,2001,(35).
[4]Kibria B M G,Saleh A K Md E.Preliminary Test Ridge RegressionEstimators With Student’S t Errors and Conflicting Test Statistics[J].Metrika,2004,(59).
[5]Saleh A K,Md E.Theory of Preliminary Test and Stein-Type Estima-tion With Applications[M].New York:John Wiley,2006.
[6]Yang H,Xu J.Preliminary Test Liu Estimators Based on the Conflict-ing W,LR and LM Tests in a Regression Model With Multivariate Stu-dent-t Error[J].Metrika,2011,(73).
[7]Chang X,Yang H.Performance of the Preliminary Test Two-Parame-ter Estimators Based on the Conflicting Test-Statistics in a Regres-sion Model With Student-t Error[J].Statistics,2012,(46).
[8]Wu J,Yang H.Efficiency of an Almost Unbiased Two-Parameter Esti-mator in Linear Regression Model[J].Statistics,2013,(47).
[9]Kaciranlar S,Sakallioglu S,Akdeniz F,et al.A New Biased Estimatorin Linear Regression and a Detailed Analysis of the Widely-Anal-ysed Dataset on Portland Cement[J].Sankhya,1999,(61).
[10]Anderson T W.An Introduction to Multivariate Statistical Analysis(2nd.ed.)[M].New York:John Wiley,1984.