| 关于James-Stein估计的小样本性质 |
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| 引用本文： | 马铁丰,杨虎. 关于James-Stein估计的小样本性质[J]. 数学的实践与认识, 2006, 36(10): 119-124 |
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| 作者姓名： | 马铁丰 杨虎 |
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| 作者单位： | 重庆大学数理学院统计研究所,四川,重庆,400030 |
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| 摘 要： | 首先给出了Jam es-S te in估计优于岭估计的充分条件,随后在P itm an准则下给出了Jam es-S te in估计优于最小二乘估计的简短证明.
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| 关 键 词： | James-Stein估计 岭估计 广义均方误差 Pitman准则 |
| 修稿时间： | 2004-04-26 |
The Small-Sample Properties of James-Stein Estimation |
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| MA Tie-feng,YANG Hu. The Small-Sample Properties of James-Stein Estimation[J]. Mathematics in Practice and Theory, 2006, 36(10): 119-124 |
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| Authors: | MA Tie-feng YANG Hu |
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| Abstract: | In this paper,we establish the sufficient condition that James-Stein estimation is better than ridge estimation and the sufficient condition that ridge estimation is better than James-Stein estimation.Then we obtain a new abbreviated proof about the James-Stein estimation is better than least square estimation under pitman closeness criterion. |
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| Keywords: | James-Stein estimation ridge estimation generalize mean squares error pitman closeness criterion |
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