| 岭型组合主成分估计 |
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| 引用本文： | 徐文莉,林举干.岭型组合主成分估计[J].应用概率统计,1995,11(1):52-59. |
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| 作者姓名： | 徐文莉 林举干 |
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| 作者单位： | 华东师范大学 上海200062 |
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| 摘 要： | 本文提出了回归系数的一种新的改进估计－岭型组合主成分估计，讨论了它的可容许性，约束条件下的可容许性和相合性问题，分别在均方误差意义下和Ｐｉｔｍａｎ接近原则下，证明了在一定条件下，它优于最二乘估计和岭估计，并且证明了它有比它们更好的抗干扰能力和稳健性。
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| 关 键 词： | 可容许性 相合性 主成分估计 岭估计 |
RIDGE COMBINED PRINCIPAL COMPONENTS ESTIMATOR |
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| Xu,WEN Li LIN,Ju QAN.RIDGE COMBINED PRINCIPAL COMPONENTS ESTIMATOR[J].Chinese Journal of Applied Probability and Statisties,1995,11(1):52-59. |
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| Authors: | Xu WEN Li LIN Ju QAN |
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| Institution: | East China Normal University |
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| Abstract: | In this paper, We propose a ridge combined principal Component estimator for the regression coefficients. And the admissibility, restricted admissibility and consiste-pcy of the estimator are discussed. We show the regions preferable to OLS, OER, under mean square error and Pitman's clossness respectively, and also that it can improve the resistance and sensitivity to data. |
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| Keywords: | Admissibility Relative efficiency Numerical stability Consistency Influential function Pitman's clossnees |
| 本文献已被 CNKI 维普 等数据库收录！ |
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