【摘要】 研究了任意秩多元线性模型中最优线性无偏预测的稳健性,即对任一线性可预测变量,得到了其关于协方差矩阵具有稳健性的充要条件.更多还原

【Abstract】 <Abstrcat>Based on the multivariate linear model with arbitrary rank, the unknown observation matrix was predicted by using the known observation matrix. The robustness of prediction was that when the model’s covariance matrices had slight perturbation, the previous prediction remained optimal. The robustness of the best linear unbiased predictor in the multivariate linear model with arbitrary rank were investigated.For arbitrary linear predictable variable, the necessary and sufficient condition for it to be robust with respect to covariance matrices was obtained.更多还原