线性模型中压缩主成分估计的若干性质  

Some Characteristics of the Shrunken Principal Estimator in Linear Model

作　　者：闻斌[1] 

机构地区：[1]常熟理工学院数学系,江苏常熟215500

出　　处：《常熟理工学院学报》2008年第10期27-30,共4页Journal of Changshu Institute of Technology

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.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.

关 键 词：压缩主成分估计 广义均方误差 PC准则 

分 类 号：O212.0[理学—概率论与数理统计]