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EXISTENCE OF CONSISTENT ESTIMATES OF LINEAR REGRESSION COEFFICIENTS WHEN THE ERROR VARIANCES ARE UNEQUAL
Linear regression model consistency
2007/12/10
摘要 Consider the linear regression model Y_i=x_i′β+σ_ie_i,i=1,…,n,…, where E(e_i)=0, E(e_ie_j)=δ_(ij), 00. This paper shows that (i) if σ_i~2,i=1,2…, are known, then the necessary and sufficient condit...
In this paper, we study sensitivity analysis of bilevel linear programming. Twocases of the leader's objective function and the right-hand side of the constraints including parameters are discussed se...
The paper discusses the problem of robust analysis and robust synthesis forMIMO linear systems with parametric uncertainties by using Popov method. First, thefamous Popov criterion is recasted as a co...
STABILITY AND FEEDBACK CONTROL OF A CLASS OF SECOND-ORDER LINEAR SYSTEMS IN BANACH SPACE
Stability feedback control second-order
2007/8/7
In this paper. we are concerned with the stability and control problem for a class of second-order linear systems in Banach space. First. a criterion for the exponential stability of a first-order lin...
ALL ADMISSIBLE LINEAR ESTIMATES OF REGRESSION COEFFICIENTS UNDER MATRIX LOSS
Admissibility matrix loss function lin
2007/8/7
The necessary and sufficient conditions for a linear estimator of a linear estimable function of regression coefficients in a general fixed effects linear model with the assumptions of normality to be...
For the general fixed effects linear model: Y=Xτ+ε,ε～N(0,V)(or N(0,σ~2V)), V≥0, we obtain the necessary and sufficient condition for LY+α to be admissible for Sτ in the class of all estimators under m...
期刊信息
篇名
Recursive dual linear programming approach for parameter-uncertainty-interval estimation
语种
英文
撰写或编译
撰写
作者
孙先仿,张洪钺,范跃祖
第一作者单位
北京航空航天大学
刊物名称
IEE Proceedings - Control Theory and Application
页面
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