平衡损失函数下几乎无偏估计的统计性质  

Statistical Properties of Almost Unbiased Estimate under Balance Loss Function

作　　者：王文钐 赵世舜[1] WANG Wenshan;ZHAO Shishun(College of Mathematics,JUin University,Changchun 130012,China)

机构地区：[1]吉林大学数学学院,长春130012

出　　处：《吉林大学学报（理学版）》2018年第4期871-876,共6页Journal of Jilin University:Science Edition

基　　金：吉林省自然科学基金(批准号:20170101061JC)

摘　　要：在平衡损失函数下,讨论线性回归模型中几乎无偏Liu估计与几乎无偏Stein岭型主成分估计的统计性质.分别给出几乎无偏Liu估计与几乎无偏Stein岭型主成分估计在平衡损失函数下的风险,并在不同条件下讨论这两种风险的关系.We discussed the statistical properties of the almost unbiased estimate of Liu and the almost unbiased Stein ridge-type principal components estimate for the linear regression model under the balance loss function.We gave the risks of the almost unbiased Liu estimate and the almost unbiased Stein ridge-type principal components estimate,under the balance loss function,respectively,and discussed the relationship between these two risks under different conditions.

关 键 词：线性模型 几乎无偏Liu估计 几乎无偏Stein岭型主成分估计 平衡损失函数 

分 类 号：O212[理学—概率论与数理统计]