摘要
为了获得方差协方差分量的极大似然估计用正交补似然函数,这种估计与赫尔墨特法和最小范数二偏估计相等价。只有当方差协方差分量的数目小于或等于(n-u)~2,其方差协方差分量都可在观测值的协方差矩伸∑中作出估计。本文在结束时给出一个简单的算例。
The orthogonal complement likelihood function is used to obtain the maximum likelihood estimates of the variance and covariance components, which are identical with Halmert's and MINQUE, and can be estimatable in ∑, if and only if the number of the variance and of covariance to be estimated is less than or equal to (n-u)~2. A small numerical example is also presented in this paper.
出处
《工程勘察》
CSCD
北大核心
1989年第1期50-54,共5页
Geotechnical Investigation & Surveying
