| 探讨回归系数的stein型主成分估计问题 |
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| 引用本文： | 易曲. 探讨回归系数的stein型主成分估计问题[J]. 长春大学学报, 2011, 0(4): 62-63,67 |
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| 作者姓名： | 易曲 |
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| 作者单位： | 咸宁职业技术学院科研处 |
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| 摘 要： | 设计阵X呈病态的线性回归模型,给出一种新的关于回归系数的有偏估计,即stein型主成分估计,且对偏参数的存在性。最优性进行了一些探讨。
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| 关 键 词： | 均方误差 stein型主成分估计 主成分估计 |
A discussion on stein-type principal components estimation of regression coefficients |
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| YI Qu. A discussion on stein-type principal components estimation of regression coefficients[J]. Journal of Changchun University, 2011, 0(4): 62-63,67 |
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| Authors: | YI Qu |
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| Affiliation: | YI Qu(Scientific Research Department,Xianjing Vocational Technical College,Xianjing 437100,China) |
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| Abstract: | This paper presents a new biased estimation, stein-type principal-components estimation to the coefficient of regression as the design matrix is ill-conditioned in linear regression model and discusses the existence and the optimal property. |
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| Keywords: | mean square error stein-type principal components estimation principal components estimation |
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