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广义岭型主相关估计的方差最优性
引用本文:林昌盛.广义岭型主相关估计的方差最优性[J].数学理论与应用,2009(3):114-116.
作者姓名:林昌盛
作者单位:长江师范学院数学系,涪陵408100
摘    要:本文在回归系数的岭型主相关估计的基础上,提出了广义岭型主相关估计,进一步研究其在降维估计类中方差最优性。

关 键 词:线型回归模型  广义岭型主相关估计  方差  最优性

The Variance Optimality of Combining Generalized Ridge and Principal Correlation Estimate
Lin Changsheng.The Variance Optimality of Combining Generalized Ridge and Principal Correlation Estimate[J].Mathematical Theory and Applications,2009(3):114-116.
Authors:Lin Changsheng
Institution:Lin Changsheng (Department of Mathematics, Yangtze Normal College, Fuling,408100)
Abstract:In this paper combining generalized ridge, principal correlation estimate was proposed. The Variance Optimality of it is discussed in the class eft reduced - dimension estimates.
Keywords:Linear regression model Combining generalized ridge and principal correlation estimation Variance Optimal property
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