| 广义岭型主成分估计的优良性质 |
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| 引用本文： | 李兵,朱宁,段复建.广义岭型主成分估计的优良性质[J].汕头大学学报(自然科学版),2007,22(2):6-10,17. |
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| 作者姓名： | 李兵 朱宁 段复建 |
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| 作者单位： | 桂林电子科技大学数学与计算科学学院,广西,桂林,541004 |
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| 摘 要： | 讨论线性回归模型的一种有偏估计广义岭型主成分估计,给出广义岭型主成分估计一些性质,证明在MSE和GMSE准则下是等价的并且优于最小二乘估计,在Pitman准则下优于最小二乘估计和岭型估计.进一步得到了在均方误差意义下广义岭型主成分估计是可容许估计的结论.
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| 关 键 词： | 有偏估计 容许性 均方误差 |
| 文章编号： | 1001-4217（2007）02-0006-05 |
| 收稿时间： | 2007-01-24 |
| 修稿时间： | 2007-01-24 |
Some Properties of the Combining Generalized Ridge and Principal Components Estimate |
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| LI Bing,ZHU Ning,DUAN Fu-jian.Some Properties of the Combining Generalized Ridge and Principal Components Estimate[J].Journal of Shantou University(Natural Science Edition),2007,22(2):6-10,17. |
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| Authors: | LI Bing ZHU Ning DUAN Fu-jian |
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| Affiliation: | College of Mathematics and Computational Science, Guilin University of Electronic Technology, Guilin 541004 Guangxi, China |
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| Abstract: | The combining generalized ridge and principal components estimate of the linear regression model is considered and some properties are obtained. It is proved that the MSE is the same as the GMSE principal. The combining generalized ridge and principal components estimate is better than least squares estimate under the MSE and GMSE principal, and is also better than ridge estimate under the Pitman measure. It is shown that the combining generalized ridge and principal components estimate was an admissible estimate. |
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| Keywords: | biased estimate admissible estimate mean square error |
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