一般高斯-马尔可夫模型的不变线性充分变换:估计与检验

Invariant Linearly Sufficient Transformations of the General Gauss-Markoff Model. Estimation and Testing

Scandinavian Journal of Statistics · 2016
被引 12
ABS 3

中文导读

给出了使一般高斯-马尔可夫模型在线性充分变换下保持估计和检验信息所需的充分条件,并应用于缺失值理论。

Abstract

In this paper the sufficient conditions for a linearly sufficient transformation of the general Gauss-Markoff model cy = X , D(y) = a2V preserving information needed for estimation X,B, a2 and an estimable parametric function X'3 and testing linear hypotheses, are given. The results are applied to the theory of missing values.

计量经济学数理统计线性模型参数估计