| 半参数回归模型的几乎无偏岭估计 |
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| 引用本文： | 胡宏昌. 半参数回归模型的几乎无偏岭估计[J]. 系统科学与数学, 2009, 29(12): 1605-1612 |
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| 作者姓名： | 胡宏昌 |
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| 作者单位： | 湖北师范学院数学与统计学院,黄石,435002 |
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| 基金项目： | 教育部科学技术研究项目，湖北省教育厅科学技术研究 |
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| 摘 要： | 提出了半参数回归模型的几乎无偏岭估计，并与岭估计进行了比较,在均方误差意义下，几乎无偏岭估计优于岭估计. 然后讨论了有偏参数的选取问题. 最后，用模拟算例和实际应用说明了几乎无偏岭估计的有效性和可行性.
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| 关 键 词： | 半参数回归模型 几乎无偏岭估计 均方误差 小波核. |
| 收稿时间： | 2008-04-16 |
| 修稿时间： | 2008-12-30 |
ALMOST UNBIASED RIDGE ESTIMATORS IN A SEMIPARAMETRIC REGRESSION MODEL |
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| HU Hongchang. ALMOST UNBIASED RIDGE ESTIMATORS IN A SEMIPARAMETRIC REGRESSION MODEL[J]. Journal of Systems Science and Mathematical Sciences, 2009, 29(12): 1605-1612 |
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| Authors: | HU Hongchang |
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| Affiliation: | School of Mathematics and Statistics, Hubei Normal University, Huangshi 435002 |
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| Abstract: | A semiparametric regression model is considered, and the almost unbiased ridge estimators (AURR) of both parameters and nonparameters is introduced without a restrained design matrix. The AURR is compared with ridge estimator (RR) under a mean square error (MSE), the result shows that the former excels the latter, and the optimal value for the biased parameter is established by minimum MSE. The validity and feasibility of AURR are demonstrated by a simulation example. |
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| Keywords: | Semiparametric regression model almost unbiased ridge estimator mean square error wavelet kernel. |
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