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一般联合均值与方差模型的T型估计与最小一、二乘估计 被引量:1

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摘要 假定一、二阶矩存在的条件下,文章研究了一般联合均值与方差模型的T型估计与最小一、二乘估计,通过模拟比较了T型估计与最小二乘估计两种估计方法,模拟和实例研究结果表明对该模型参数的两种估计方法是有用和有效的,尤其是T型估计更能表现出在参数估计中的优越性。
出处 《统计与决策》 CSSCI 北大核心 2013年第22期17-20,共4页 Statistics & Decision
基金 国家自然科学基金资助项目(11261025 11126309) 云南省自然科学基金资助项目(2009ZC039M 2011FB016)
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共引文献22

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