| 线性模型中压缩主成分估计的若干性质 |
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| 引用本文： | 闻斌.线性模型中压缩主成分估计的若干性质[J].常熟理工学院学报,2008,22(10):27-30. |
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| 作者姓名： | 闻斌 |
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| 作者单位： | 常熟理工学院,数学系,江苏,常熟,215500 |
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| 摘 要： | 讨论了压缩主成分估计的若干性质，证明了在一定条件下此估计比最小二乘估计有更小的广义均方误差，并且在PC准则下也优于最小二乘估计．
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| 关 键 词： | 压缩主成分估计 广义均方误差 PC准则 |
Some Characteristics of the Shrunken Principal Estimator in Linear Model |
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| WEN Bin.Some Characteristics of the Shrunken Principal Estimator in Linear Model[J].Journal of Changshu Institute of Technology,2008,22(10):27-30. |
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| Authors: | WEN Bin |
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| Institution: | WEN Bin (Department of Mathematics,Changshu Institute of Technology,Changshu 215500,China) |
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| Abstract: | The paper discusses some characteristics of the shrunken principal estimator and proves that the shrunhen principal estimate is better than LS estimator under GMSM and Pitman＇s Measure of Clossness. |
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| Keywords: | shrunken principal estimator general mean square error Pitman ＇ s Measure of closeness |
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