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Tsukanov (Theor. Probab. Appl. 26 (1981) 173–177) considers the regression model , , where is a vector of measured values, contains the control variables, contains the observed values, and and are being estimated. Assuming that , where is non-random, and the rows of are i.i.d. , we extend Tsukanov's results by (i) computing E(detHp), where Hp is the covariance matrix of p?, the l.s.e. of p, (ii) considering ‘optimality in the mean’ for the largest root criterion, (iii) discussing these equations when the matrix R has a left-spherical distribution. 相似文献
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