摘要
讨论半相依回归系统的协方差改进估计与最小二乘估计的相对效率问题,研究两种不同相对效率的上下界,最后给出两种效率的关系.
Two kinds of relative efficiencies of covariance-improved estimator of seemingly unrelated regression equation system with respect to LS estimator are disscussed, and their lower bound, upper bound and relation of relative efficiency are obtained.
出处
《汕头大学学报（自然科学版）》
2006年第2期12-16,共5页
Journal of Shantou University：Natural Science Edition
关键词
半相依回归系统
协方差改进法
最小二乘法
相对效率
seemingly unrelated regressions
eovarianee-improved estimator
least square estimator
relative efficiencies
