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岭型主成分估计的最小方差和(英文)
引用本文:郑高峰,田保光. 岭型主成分估计的最小方差和(英文)[J]. 菏泽学院学报, 1996, 0(4)
作者姓名:郑高峰  田保光
作者单位:菏泽师专数学系,菏泽师专数学系 山东菏泽 274015,山东菏泽 274015
摘    要:讨论岭型主成分估计在一类降维估计中的方差性质,证明了它的方差和在这类降维估计中最小。文[1]的结果是本文的特例。

关 键 词:岭型成分估计  方差性质  岭型降维估计类

Minimum Variance Sum of Combining Ridge and Principal Components Estimate
Zheng Gaofeng Tian Baoguang. Minimum Variance Sum of Combining Ridge and Principal Components Estimate[J]. , 1996, 0(4)
Authors:Zheng Gaofeng Tian Baoguang
Abstract:This paper deals with the variance property of combining ridge and principal components estimate in the class of reduced-dimension estimates. It is proved that combining ridge and principal components estimate have the minmum variance sum in the class and the result of paper [1] is a special case of this artcle.
Keywords:Combining Ridge and Principal Components Estimate Variance Property   Reduced-dimension Estimate class
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