| 半相依回归系统的Stein型广义岭型主成分改进估计 |
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| 引用本文： | 程伟丽,岳红伟.半相依回归系统的Stein型广义岭型主成分改进估计[J].河南教育学院学报(自然科学版),2008,17(2):5-8. |
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| 作者姓名： | 程伟丽 岳红伟 |
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| 作者单位： | 华北水利水电学院,数学与信息科学学院,河南,郑州,450011 |
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| 摘 要： | 对于一类半相依回归系统，将Stein压缩思想与广义岭型主成分改进估计相结合。提出Stein型广义岭型主成分改进估计，并且讨论这种估计及其相应的两步估计的优良性质。
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| 关 键 词： | 半相依回归系统 广义岭型主成分改进估计 Stein型估计 两步估计 |
Stein-Type Generalized Ridge Principal Components Adjusted Estimate of the Parameters in Seemingly Unrelated Regression Systems |
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| CHENG Weili,YUE Hongwei.Stein-Type Generalized Ridge Principal Components Adjusted Estimate of the Parameters in Seemingly Unrelated Regression Systems[J].Journal of Henan Education Institute(Natural Science Edition),2008,17(2):5-8. |
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| Authors: | CHENG Weili YUE Hongwei |
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| Institution: | ( College of Mathematics and Information Sciences, North China University of Water Conservancy and Hydroelectric Power, Zhengzhou 450011, China) |
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| Abstract: | Combine Stein-Type Shrunken thinking with the generalized ridge principal components adjusted estimate to study a seemingly unrelated regression systems. A Stein-Type generalized ridge principal components adjusted estimate is proposed. Also discuss the qualities about the estimate and its two-stage estimate. |
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| Keywords: | seemingly regression system generalized ridge principal components adjusted estimate stein-type esti-mate two-stage estimate |
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