| 平衡损失下回归系数James-Stein估计的性质 |
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| 引用本文： | 李胜宏 周占功. 平衡损失下回归系数James-Stein估计的性质[J]. 湖南文理学院学报(自然科学版), 2003, 15(4): 7-8 |
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| 作者姓名： | 李胜宏 周占功 |
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| 作者单位： | [1]湘潭大学数学系，湖南湘潭411105 [2]嘉兴学院，浙江嘉兴314001 |
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| 基金项目： | 国家自然科学基金资助项目 [10 2 710 2 0 ] |
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| 摘 要： | 在平衡损失下给出了回归系数James—stein估计优于最小二乘(LS)估计的充要条件，得到了在Pitman close—ness准则下James—Stein估计相对于LS估计的优良性。
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| 关 键 词： | 平衡损失 回归系数 James-Stein估计 最小二乘估计 Pitman close-ness准则 |
| 文章编号： | 1672-6146(2003)04-0007-02 |
| 修稿时间： | 2002-10-03 |
THE PROPERTIES OF JAMES-STEIN ETIMATOR FOR REGRESSION COEFFICIENT UNDER BALANCE LOSS |
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| LI Sheng-hong Zhou Zhan-gong. THE PROPERTIES OF JAMES-STEIN ETIMATOR FOR REGRESSION COEFFICIENT UNDER BALANCE LOSS[J]. Journal of Hunan University of Arts and Science:Natural Science Edition, 2003, 15(4): 7-8 |
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| Authors: | LI Sheng-hong Zhou Zhan-gong |
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| Affiliation: | LI Sheng-hong 1 Zhou Zhan-gong 2 |
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| Abstract: | The necessary and sufficient condition that James-Stein estimator were better than least square (LS) estimator based on the balanced loss function.The superiority of the James-Stein estimator over LS estimator was obtained under Pitman closeness (PC) criterion. |
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| Keywords: | James-Stein estimator LS estimator balance loss PC criterion |
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