探讨回归系数的stein型主成分估计问题 |
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引用本文: | 易曲.探讨回归系数的stein型主成分估计问题[J].Canadian Metallurgical Quarterly,2011,21(4). |
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作者姓名: | 易曲 |
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作者单位: | 咸宁职业技术学院科研处,湖北咸宁,437100 |
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摘 要: | 设计阵X呈病态的线性回归模型,给出一种新的关于回归系数的有偏估计,即stein型主成分估计,且对偏参数的存在性。最优性进行了一些探讨。
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关 键 词: | 均方误差 stein型主成分估计 主成分估计 |
A discussion on stein-type principal components estimation of regression coefficients |
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Abstract: | This paper presents a new biased estimation, stein-type principal-components estimation to the coefficient of regression as the design matrix is ill-conditioned in linear regression model and discusses the existence and the optimal property. |
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Keywords: | mean square error stein-type principal components estimation principal components estimation |
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