| 回归系数的广义岭型主相关估计及其优良性 |
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| 引用本文： | 郭文星,张尚立,薛晓伟.回归系数的广义岭型主相关估计及其优良性[J].数学研究及应用,2009,29(5):882-888. |
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| 作者姓名： | 郭文星 张尚立 薛晓伟 |
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| 作者单位： | 北京交通大学理学院, 北京 10004;北京交通大学理学院, 北京 10004;北京交通大学理学院, 北京 10004 |
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| 基金项目： | 国家自然科学基金(Nos.60736047; 10671007; 60772036); 北京交通大学基金(Nos.2006XM037; 2007XM046). |
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| 摘 要： | In this paper, we propose a new biased estimator of the regression parameters, the generalized ridge and principal correlation estimator. We present its some properties and prove that it is superior to LSE （least squares estimator）, principal correlation estimator, ridge and principal correlation estimator under MSE （mean squares error） and PMC （Pitman closeness） criterion, respectively.
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| 关 键 词： | 回归参数 最优性 估计 广义 |
| 收稿时间： | 2007/5/28 0:00:00 |
| 修稿时间： | 2009/3/10 0:00:00 |
Generalized Ridge and Principal Correlation Estimator of the Regression Parameters and Its Optimality |
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| GUO Wen Xing,ZHANG Shang Li and XUE Xiao Wei.Generalized Ridge and Principal Correlation Estimator of the Regression Parameters and Its Optimality[J].Journal of Mathematical Research with Applications,2009,29(5):882-888. |
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| Authors: | GUO Wen Xing ZHANG Shang Li and XUE Xiao Wei |
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| Institution: | School of Science, Beijing Jiaotong University, Beijing 100044, China;School of Science, Beijing Jiaotong University, Beijing 100044, China;School of Science, Beijing Jiaotong University, Beijing 100044, China |
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| Abstract: | In this paper, we propose a new biased estimator of the regression parameters, the generalized ridge and principal correlation estimator. We present its some properties and prove that it is superior to LSE (least squares estimator), principal correlation estimator, ridge and principal correlation estimator under MSE (mean squares error) and PMC (Pitman closeness) criterion, respectively. |
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| Keywords: | linear regression model generalized ridge and principal correlation estimator mean squares error Pitman closeness criterion |
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