| 广义岭型主成分估计的一条最优性质 |
| |
| 引用本文： | 田保光.广义岭型主成分估计的一条最优性质[J].青海大学学报,1999,17(1):31-35. |
| |
| 作者姓名： | 田保光 |
| |
| 作者单位： | 山东菏泽师专数学系!菏泽274015 |
| |
| 摘 要： | 证明了在一类广义岭型降维估计中，广义岭型主成分估计的方差和最小。
|
| 关 键 词： | 广义岭型 主成分估计 方差和 特征值 降维估计 |
A Piece of Optimality of Combining Generalized Ridge and Principal Component Estimate |
| |
| Han Baoguang.A Piece of Optimality of Combining Generalized Ridge and Principal Component Estimate[J].Journal of Qinghai University(Natural Science),1999,17(1):31-35. |
| |
| Authors: | Han Baoguang |
| |
| Abstract: | It is proved that combining generalized ridge and principal component estimate has a piece of optimality, that is, its sum of variance is minimum in the class of generalized reduce dimension estimates. |
| |
| Keywords: | Generalized ridge and component estimate Sum of variance Eigenvalue |
| 本文献已被 CNKI 维普 等数据库收录！ |
