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广义矩估计
释义
广义矩估计
Encyclopedia
管理学
广义矩估计
释
generalized method of moments,GMM
广义矩估计
基于模型实际参数满足一定矩条件而形成的一种参数估计方法。矩估计方法的一般化,简称GMM。
理学
方差分析模型
释
generalized method of moment; GMM
广义矩估计
基于总体中参数满足的一定矩条件来构造估计量。统计中一种常用的参数估计方法。
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