第五章讨论了均值漂移对带约束线性模型条件岭估计的影响问题。
The fifth chapter discusses the influence of mean shift disturbance to conditional ridge estimation in restricted linear model.
使用非参数估计方法给出条件密度和条件均值的估计,在此基础上给出参数的广义矩估计。
The conditional density and the conditional mean are estimated by nonparametric method. Then the estimator of the parameter is proposed by the generalized method of moments.
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