线性约束下参数估计的灵敏性

重庆交通大学学报（自然科学版） ›› 1990, Vol. 9 ›› Issue (2): 98-105.

线性约束下参数估计的灵敏性

杨虎

基础部

收稿日期:1989-07-01 出版日期:1990-04-23 发布日期:2016-11-08
作者简介:杨虎,男,26岁,助教

Sensitivity for Linear Restricted parameter Estimations

Yang Hu

Department of Basic Courses

Received:1989-07-01 Online:1990-04-23 Published:2016-11-08

摘要/Abstract

摘要： 本文讨论了线性约束下参数估计对设计阵、观测向量及约束条件摄动的灵敏性,并给出了广义岭估计、主成分估计相应的灵敏性定理。

Abstract: This paper discusses the sensitivity for linear restricted parameter estimations on the disturbance of design matrix, observation vector and restricted condition, and obtains appropriate sensitivity theorem for generalized ridge estimate and principal components estimate.

Key words: linear restriction, design matrix, disturbance, sensitivity, robustness, generalized ridge estimate, principal component estimate

杨虎. 线性约束下参数估计的灵敏性[J]. 重庆交通大学学报（自然科学版）, 1990, 9(2): 98-105.

Yang Hu. Sensitivity for Linear Restricted parameter Estimations[J]. Journal of Chongqing Jiaotong University(Natural Science), 1990, 9(2): 98-105.