| 线性回归模型中的渐近最优性 |
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| 引用本文： | 牟唯嫣,张 辉,陈建杰.线性回归模型中的渐近最优性[J].信阳师范学院学报(自然科学版),2014(2):167-169,180. |
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| 作者姓名： | 牟唯嫣 张 辉 陈建杰 |
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| 作者单位： | 北京建筑大学理学院; |
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| 基金项目： | 北京市委组织部优秀人才培养资助项目(2013D005017000016);中央支持地方项目(PXM 2013_014210_000173) |
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| 摘 要： | 对线性回归中系数的一类估计给出了理论上的最优均方误差.证明了渐近意义下最小二乘估计和lasso估计均不具有最优均方误差性.最后给出了一个具有渐近最小均方误差的回归估计.
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| 关 键 词： | 最小二乘 均方误差 lasso |
Asymptotic Optimality in Linear Regression |
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| Institution: | ,Science School,Beijing University of Civil Engineering and Architecture |
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| Abstract: | Theoretical optimal Mean Squared Error( MSE) of a class of regression estimators was provided. It was proved that neither the least squares estimator nor the lasso estimator possesses the asymptotic optimality. A new regression estimator which has the asymptotic optimality was also given. |
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| Keywords: | least squares mean squared error(MSE) lasso |
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