| 岭估计的影响函数 |
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| 引用本文： | 林路.岭估计的影响函数[J].华东师范大学学报(自然科学版),1996(2):34-39. |
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| 作者姓名： | 林路 |
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| 作者单位： | 湖南邵阳师专数学系 |
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| 摘 要： | 本文求出了回归系数岭估计的理论影响函数、经济影响函数和样本影响函数，讨论了岭估计的影响函数与最小二乘估计的影响函数的关系以及与方差扰动模型中的岭估计关于扰动因子导数的关系，定义了岭估计的Ｃｏｏｋ距离，比较了岭估计的Ｃｏｏｋ距离与最小二乘估计的Ｃｏｏｋ距离的稳健性。
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| 关 键 词： | 影响分析 岭估计 统计泛函 影响函数 |
Influence Function of Ridge Estimate |
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| Lin Lu.Influence Function of Ridge Estimate[J].Journal of East China Normal University(Natural Science),1996(2):34-39. |
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| Authors: | Lin Lu |
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| Abstract: | The theoretical, empirical and sample influence functions of Ridge Estimate are obtained. The relation of the influence function of Ridge Estimate with one of Least Squares Estimate is discussed as well as with the derivative of Ridge Estimate on disturbance factor in the model with variance-disturbance. Cook Distance of Ridge Estimate is defined. The differences of robustness of Cook Distance between Ridge Estimate and Least Squares Estimate are derived. Finally, the results are spread to the biased estimate |
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| Keywords: | influence analyse Ridge estimate statistics funational influece function |
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