| 广义岭型主成分估计的方差最优性质 |
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| 引用本文： | 刘夜英,杨增海. 广义岭型主成分估计的方差最优性质[J]. 聊城大学学报(自然科学版), 2001, 14(3): 28-30 |
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| 作者姓名： | 刘夜英 杨增海 |
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| 作者单位： | 菏泽师专,数学系,山东,菏泽,274015;定陶九中,山东,定陶,274015 |
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| 摘 要： | 主要讨论了在广义岭型降维估计类中,广义岭型主成分估计的方差性质.在一定条件下,证明了广义岭型主成分估计的协差阵的特征值、行列式及正交不变范数最小.
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| 关 键 词： | 广义岭型主成分估计 特征根 方差 最优性质 |
| 文章编号： | 1007-8304(2001)03-0028-03 |
| 修稿时间： | 2000-06-16 |
The Optimality of Variance of Combining Generalized Ridge and Principal Component Estimate |
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| LIU Ye-ying,YANG Zeng-hai. The Optimality of Variance of Combining Generalized Ridge and Principal Component Estimate[J]. JOURNAL OF LIAOCHENG UNIVERSITY (NATURAL SCIENCE, 2001, 14(3): 28-30 |
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| Authors: | LIU Ye-ying YANG Zeng-hai |
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| Affiliation: | LIU Ye-ying1) YANG Zeng-hai2) |
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| Abstract: | The properties of combining genera1ized ridge and principal components estimate aremainly discussed in the class of generalized ridge reduced-dimension estimates.It is proved thatcombining generalized ridge and principal components estimate has several minmum properties, abouteigenvalue,determinant and orthogonal unchanged morm of covariauce. |
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| Keywords: | combining generalized ridge and principal estimate eigenvalue Variance optimality |
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