机构地区: 衡阳师范学院
出 处: 《数学的实践与认识》 2013年第21期212-216,共5页
摘 要: 本文借用线性模型系数的Minimax估计方法,在二次损失函数下运用随机优化理论对Gua.ss-Markov非线性模型的系数进行了研究,建立了非线性模型系数Minimax估计的随机优化模型. Under the quadratic loss function,this paper used the linear model's coefficient of Minimax estimation method and studied the nonlinear Gauss-Markov model's cofficient by applying the theory of stochastic optimal and set up nonlinear model's coefficients of Minimax estimate of stocheastic optimization model.