| 关于岭型主成分估计的回归最优性 |
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| 引用本文： | 田保光. 关于岭型主成分估计的回归最优性[J]. 淮北煤炭师范学院学报(自然科学版), 1999, 0(2) |
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| 作者姓名： | 田保光 |
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| 作者单位： | 山东菏泽师专数学系!山东菏泽，274015 |
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| 摘 要： | 证明了在一类岭型降维估计中，岭型主成分估计的方差和最小。
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| 关 键 词： | 岭型主成分估计 最优性质 线性模型 |
On Optimality of Combining Ridge and Principal Components Regression |
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| Tian Baoguang. On Optimality of Combining Ridge and Principal Components Regression[J]. Journal of Huaibei Coal Industry Teachers College(Natural Science edition), 1999, 0(2) |
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| Authors: | Tian Baoguang |
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| Abstract: | It is proved that the combining ridge and principal components regression have the minimum variance sum in the class of reduced-dimension estimators. |
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| Keywords: | combining ridge and principal components estimate optimality linear model |
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