佳木斯大学学报(自然科学版)
佳木斯大學學報(自然科學版)
가목사대학학보(자연과학판)
JOURNAL OF JIAMUSI UNIVERSITY (NATURAL SCIENCE EDITION)
2014年
6期
939-940,943
,共3页
广义岭型主成分估计%最小二乘估计%均方误差%有偏估计
廣義嶺型主成分估計%最小二乘估計%均方誤差%有偏估計
엄의령형주성분고계%최소이승고계%균방오차%유편고계
generalized ridge principal component estimation%least square estimation%mean square er-ror%biased estimation
对有偏估计中的广义岭型主成分估计的优良性进行了较深入的研究。证明了广义岭型主成分估计优于最小二乘估计的充要条件,并在此基础上对几类常见的有偏估计在均方误差(阵)条件下优于最小二乘估计的充要条件进行了拓展。
對有偏估計中的廣義嶺型主成分估計的優良性進行瞭較深入的研究。證明瞭廣義嶺型主成分估計優于最小二乘估計的充要條件,併在此基礎上對幾類常見的有偏估計在均方誤差(陣)條件下優于最小二乘估計的充要條件進行瞭拓展。
대유편고계중적엄의령형주성분고계적우량성진행료교심입적연구。증명료엄의령형주성분고계우우최소이승고계적충요조건,병재차기출상대궤류상견적유편고계재균방오차(진)조건하우우최소이승고계적충요조건진행료탁전。
In the paper , the choiceness of the generalized ridge principal component estimation in biased estimation was studied .In the process, the necessary and sufficient condition that the generalized ridge principal component estimation is superior to least square estimation was proved .In the light of this demonstration , the necessary and sufficient condition of a few common biased estimations was expanded , that is, they are superior to least square estimation under the condition of mean square error .