## 带限制线性模型下参数Liu估计的稳健性分析

Under a restricted linear model, Analysis of The limitation of Parameter Estimation of Liu Linear Model Robustness
Abstract: With a restricted linear model of Liu estimation is one of the commonly used parameter estimation in Statistics, But the study of linear model Liu robust estimation is relatively less.This paper mainly studies with restricted parameter estimation of Liu linear model for robust analysis, Firstly, with a restricted linear regression model parameter estimation of Liu, Then,To make a simple introduction of Conservatism, Using the parameters of Liu estimation method to get the of the robustness model parameters. Therefore, this paper focuses on the restricted conditions of linear Liu estimator robust, and With limited robust statistic parameter estimation of Liu linear conditions graphical simulation and then summed up the conclusions
Key words:Restricyed linear model ,Liu parameter estimation , robustness

1.带限制线性约束模型下的线性模型3
2. 带限制线性模型Liu估计 4
2.1带限制线性Liu估计的概念4
2.2带限制线性Liu估计的性质5
2.3 Liu估计的优越性 5
3. Liu估计的稳健性分析8
3.1稳健性的概念 8
3.2构造稳健性统计量 10 源`自<六:维;论-文>网/www.lwfree.cn
3.3稳健性统计量的性质 11
4.模拟 12
4.1软件模拟的原理14
4.2模拟的算法步骤15
5.结论 18

------分隔线----------------------------