| 半相依回归系统参数的Stein型主成分改进估计 |
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| 引用本文： | 朱宁,徐标,李兵.半相依回归系统参数的Stein型主成分改进估计[J].广西科学,2006,13(3):184-186,193. |
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| 作者姓名： | 朱宁 徐标 李兵 |
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| 作者单位： | 桂林电子工业学院计算科学与数学系,广西桂林,541004 |
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| 摘 要： | 将S tein压缩思想与主成分改进估计相结合,研究两个半相依回归系统.当设计阵呈病态时,提出S tein型主成分改进估计,同时,给出当V未知时的两步估计.证明在均方误差意义下,S tein型主成分改进估计局部优于主成分改进估计和协方差改进估计.
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| 关 键 词： | 半相依回归系统 协方差改进估计 Stein型主成分改进估计 两步估计 |
| 文章编号： | 1005-9164（2006）03-0184-03 |
| 收稿时间： | 2005-12-19 |
| 修稿时间： | 2005-12-192006-03-22 |
The Stein-type Principal Components Adjusted Estimate of the Parameters in Seemingly Unrelated Regression System |
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| ZHU Ning,XU Biao and LI Bing.The Stein-type Principal Components Adjusted Estimate of the Parameters in Seemingly Unrelated Regression System[J].Guangxi Sciences,2006,13(3):184-186,193. |
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| Authors: | ZHU Ning XU Biao and LI Bing |
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| Institution: | Department of Computational Science and Mathematics, Guilin University of Electronic Technology, Guilin,Guangxi, 541004, China |
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| Abstract: | We would relate Stein-Type Shrunken thingking to the principal components adjusted estimate to study a seemingly unrelated regression system. A Stein-Type principal Components adjusted estimate is proposed as the design matrix is ill-conditioned while giving two-age estimate when V is unknown. Under the criteria of means square error,the Stein-Type principal components adjust estimate is better than the principal components adjust estimate and covariance adjusted estimate. |
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| Keywords: | the seemingly regression covariance adjusted estimate Stein-type principal components adjusted estimate two-stage estimate |
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