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Gauss-Markov模型回归系数广义岭估计的优良性
引用本文:魏影,陈俊霞. Gauss-Markov模型回归系数广义岭估计的优良性[J]. 高师理科学刊, 2014, 0(5): 23-25
作者姓名:魏影  陈俊霞
作者单位:陆军军官学院基础部;
摘    要:针对Gauss-Markov模型,讨论了在均方误差矩阵(MSEM)准则和Pitman Closeness(PC)准则下回归系数的广义岭估计相对于最小二乘估计的优良性.

关 键 词:最小二乘估计  广义岭估计  MSEM准则  PC准则

The superiorities about generalized ridge estimator of regression coefficients in Gauss-Markov model
WEI Ying,CHEN Jun-xia. The superiorities about generalized ridge estimator of regression coefficients in Gauss-Markov model[J]. Journal of Science of Teachers'College and University, 2014, 0(5): 23-25
Authors:WEI Ying  CHEN Jun-xia
Affiliation:( Department of Basic Course, Army Officer Academy, Hefei 230031, China )
Abstract:For the Gauss-Markov model,under the mean square error matrix(MSEM)criterion and Pitman Closeness (PC)criterion,the superiorities of the generalized ridge estimator of regression coefficients over the least square estimator were studied.
Keywords:least square estimator  generalized ridge estimator  mean square error matrix criterion  Pitman Closeness
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