| 线性模型中几个有偏估计的改进 |
| |
| 引用本文： | 严利清.线性模型中几个有偏估计的改进[J].中国科学技术大学学报,1993,23(4):460-464. |
| |
| 作者姓名： | 严利清 |
| |
| 作者单位： | 中国科学技术大学数学系 |
| |
| 摘 要： | 对线性模型中回归系数的Stein型估计,双h类估计和双l类估计作了改进,使得它们在设计阵的任何情形下都能一致优于最小二乘估计。
|
| 关 键 词： | 最小二乘估计 Stein型估计 双h类估计 双l类估计 均方误差 |
An Improvement of Some Biased Estimation in a Linear Regressional Model |
| |
| Yan Liqing.An Improvement of Some Biased Estimation in a Linear Regressional Model[J].Journal of University of Science and Technology of China,1993,23(4):460-464. |
| |
| Authors: | Yan Liqing |
| |
| Institution: | Department of Mathematics |
| |
| Abstract: | The purpose of this paper is to modify three calsses of biased estimations (Stein-typed estimations, double-h ridged estimations, double-l ridged estimations) so that these improved estimations could always be better than the least squared estimation in the sense of MSE. |
| |
| Keywords: | least squared estimation Stein-typed estimations Double-h-ridged estimations double-l ridged estimations mean square error |
| 本文献已被 CNKI 维普 等数据库收录！ |
