半相依回归系统的Stein型广义岭型主成分改进估计  

Stein-Type Generalized Ridge Principal Components Adjusted Estimate of the Parameters in Seemingly Unrelated Regression Systems

作　　者：程伟丽[1] 岳红伟[1] 

机构地区：[1]华北水利水电学院数学与信息科学学院,河南郑州450011

出　　处：《河南教育学院学报（自然科学版）》2008年第2期5-8,共4页Journal of Henan Institute of Education(Natural Science Edition)

基　　金：河南省自然科学基金(0611052600)

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.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.

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 

分 类 号：O212.1[理学—概率论与数理统计]