平衡损失下线性模型系数参数的平衡岭估计  

Balanced Ridge Estimator of Coefficient Parameters in Linear Model under a Balanced Loss Function

作　　者：王杰[1] 徐文科[1] Wang Jie;Xu Wenke(Northeast Forestry Universit)

机构地区：[1]东北林业大学

出　　处：《哈尔滨师范大学自然科学学报》2018年第1期39-43,共5页Natural Science Journal of Harbin Normal University

摘　　要：在Zellner提出的平衡损失函数的基础上,同时考虑到岭估计拟合优度及精度,构造了平衡损失函数,给出平衡损失下线性模型系数参数的平衡岭估计概念.在设计矩阵不满秩条件下,讨论平衡损失函数平衡岭估计的优良性.Based on the conception of Zellner＇s balanced loss,the goodness of fitting and the accuracy of ridge estimator are considered. The balanced loss function is construted and the balanced ridge estimation of coefficient parameters in linear model. Under the singular design matrix,also obtained the superiority of balanced Ridge estimation for the balanced loss function is put forward.

关 键 词：平衡损失函数 平衡岭估计 岭估计 可容许性 

分 类 号：O212[理学—概率论与数理统计]