摘要
给出ｍ个似乎不相关回归方程组中关于参数β，ρ。
This paper gives the maximum likelihood estimators of parameters β, ρ, σ 2 or V in seemingly unrelated regression system under the existence of the uniformly minimum risk unbiased estimator.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
1999年第2期62-64,81,共4页
Systems Engineering-Theory & Practice
关键词
回归方程组
极大似然估计
协方差估计
seemingly unrelated regression system
uniform covariance structure
maximum likelihood estimation
