biased statistic

The empirical results u- sing returns of Shanghai Stock Exchange,indicate that there exist obvious differences between return series and nor- mal distribution,and the empirical distribution is characterized by asymmetry,leptokurtosis and heavy tails.

本文旨在讨论上证指数收益率序列的分布特征,通过对上证指数1997年1月2日至2008年4月30日总计2700多个交易日的实证研究,发现上证指数收益率不服从正态分布,具有"有偏、尖峰、厚尾"的特性。

Study on the Restricted Biased Estimation in the Linear Model;

线性模型中的约束型有偏估计的研究

iscusses the problem of linear biased estimation of the parent mean.

本文讨论母体均值的线性有偏估计问题，给出了在均方误差意义下线性有偏估计优于样本均值的充要条件。

To linear regression models Y=Xβ+ε,E(ε)=0,Cov(ε)=σ2V,V>0,the necessary and sufficient condition that biased estimation β*h=(XTV-1X+hI)-1(XTV-1Y+β*) is an admissible estimation is obtained and β*h condition that is superior to ridge estimation is also given.

对于线性回归模型Y=Xβ+,εE(ε)=0,Cov(ε)=σ2V,V>0,给出了回归系数的有偏估计βh*=(XTV-1X+hI)-1(XTV-1Y+β*)(h>0)优于岭估计的条件以及在二次损失下可容许的充要条件。

A class of biased estimate of regression coefficients;

回归系数的一种有偏估计

A new class of biased estimate in the multiple linear model;

多元线性模型参数的有偏估计

In the linear regression model:Y=Xβ+ε,E(s)=0,cov(ε)=σ2v,v>0,reference [1] presented a biased estimate:β*s=(XTV-1X+sI)-1(XTV-1Y+β*),where s>0 was a parameter and β was the generalized least squares estimate.

对于线性回归模型:Y=Xβ+,εE(s)=0,cov(ε)=σ2v,v>0,文献[1]给出了有偏估计sβ*=(XTV-1X+sI)-1(XTV-1Y+β*),其中s>0为参数,β表示线性回归模型的广义最小二乘估计,文献[2]中已经证明了sβ*的可容许性并且有很多优良性质。

For the linear model with aggregated data,this paper proposed two kinds of biased estimators which have some superiority to the unbiased estimators in the sense of mean square error.

对于聚集数据的线性模型,提出了二种有偏估计,在均方误差(MSE)意义下,讨论了它们的优良性质,并将这二种估计进行了比较。

1),an improved biased estimator is proposed in this paper.

对于半相依回归系统(1)的参数提出一种新的有偏估计,并研究这种估计量在均方误差意义下的优良性质和线性可容许性。

In this paper,a new biased estimator-double k type ridge estimator(DKRE) is proposed to improve some existing biased estimators based on the peculiarity of ill-conditioning of the design matrix.

针对GPS快速定位中设计阵病态性的特点,文中对现有的有偏估计进行了改进,提出了一种新的有偏估计———双k型岭估计。