估计

STAT 581 Advanced Theory of Statistical Inference (3) Limit theorems, asymptotic methods, asymptotic efficiency and efficiency bounds for estimation, maximum likelihood estimation, Bayes methods, asymptotics via derivatives of functionals, sample-based estimates of variability:; robustness; estimation for dependent data, nonparametric estimation and testing.

高级统计推断理论：极限理论，渐进方法，渐进有效和估计的效率，加大似然估高级统计推断理论：计，贝叶斯方法，泛函数的微商渐进性，基于样本的估计：(bootstrap 和 jackknife 方法)；稳健性；独立数据的估计，非参数估计和经验。

When the underlying error term for tobit model is known to be normally distributed and homoskedasticity, maximum likelihood estimation is consistent and asymptotically normally distributed.

半参数估计是一种参数和非参数估计的混合，比相应的参数模型更能一致的估计参数，而且比非参数模型估计更精确，其优点是无需假定误差项分布，所以它对非正态和异方差是稳健的。

The examples indicate that the unknow parameters can be estimated faster and more accurately with the proposed objective function and SPSO, the solving procedure relies less on the augmented jacobian matrix, and the mean estimated values are close to the parameter truth values.

仿真算例表明：应用该文修正项和SPSO方法，能快速准确的估计线路参数，并提高参数估计精度和降低对量测系统参数可估计性的要求，估计均值更接近参数真值。

So, we discuss the asymptotically best linear unbiased estimator for the logistic population based on the selected order statistics, give the pr.

为缓解这一困难，本文讨论利用样本分位数的Logistic总体的近似最佳线性无偏估计，给出估计量的大样本性质，以及样本分位数不超过10情形下，估计量有渐近最大相对估计效率时样本分位数的选取方案等。

The estimators have all the nice properties of MLE and least square estimator, such as the asymptotic properties of MLE or those of a best linear unbiased estimator.

六、这个新方法同时具有极大可能性估计方法与最小平方估计方法的良好统计特质，例如极大可能性估计方法的渐近收敛性质和最小平方估计方法的最佳缘性不偏特性。

Four new relative efficiencies of the best linear unbiased estimator to the covariance improvement estimator for the unknown parameter vector are given, and three new relative efficiencies of the least square estimator to the covariance improvement estimator for the unknow parameter vector are given.

本文考虑相依模型，对其未知参数向量给出了其最佳线性无偏估计相对于协方差改进估计的四种相对效率，同时，还给出了最小二乘估计相对于协方差改进估计的三种相对效率，在不同条件下，分别给出了相对效率的上界与下界。

As to seemingly unrelated regression system,a new biased contracting estimator of the parameters is put forward,which is the combination of generalized ridge covariance-improved estimator and Stein estimator,and the good features of this estimator in mean square error is discussed.

对于一类相依回归系统，结合广义岭型协方差改进估计与Ste in估计，提出了一种新的有偏压缩估计，，并讨论了该估计在均方误差下的优良性质

In this paper we discuss the influence problem of Ridge Estimator in general linear regression model, study the influence analysis on Ridge Estimator with covariance matrix disturbance and data deletion, define Cook distance of Rideg Estimator based on biased estimator.

讨论一般线性回归模型岭估计的影响+分析问题，研究了协方差阵扰动和数据删除对岭估计的影响，给出了岭估计基于有偏估计的Cook距离。

To overcome this problem, many authors proposed some biased estimators to alternate the least squared estimator. In some sense, these estimators improved the least squared estimator.However, the biased estimator was apart from the true value of parameter, so some statisticians proposed the notation of the almost unbiased estimator.

人们发现设计阵的"病态"是导致Stein现象的根源，为了克服共线性性，人们在文献中相继提出了许多有偏估计来替代最小二乘估计，这些估计从某种意义上讲，都改进了最小二乘估计。

The performance function and constraint equation in calculus of variations were constructed by analyzing input and output equations of the system containing parameters to be estimated. The traditional parameter estimation problem could be transformed to that of least squares estimation.

通过分析包含待估参数的系统输入输出方程，构造变分法中的性能范函和约束方程，将传统的参数估计问题化为带约束条件的最小二乘估计问题；利用拉格朗日乘子法，分析参数估计方程，得到参数的最优估计。

Methods: Five patients with parkinsonism or dystonia were assigned to general anesthesia using an modified endotracheal tube.

本实验依照人体实验之相关规定进行，五位患有帕金森氏症或肌张力异常的病人接受神经立体定位手术。

If you can benefit from this book, it is our honour.

如果您能从本书获益，这将是我们的荣幸。