Optimality of Combining Ridge and Principal Components Regression  

岭型主成分估计的最优性

作　　者：田保光[1] 

机构地区：[1]山西师范大学数学系

出　　处：《Chinese Quarterly Journal of Mathematics》1990年第1期27-30,共4页数学季刊（英文版）

摘　　要：This paper deals with the regressi on optimality of combining ridge and prinapal components estimator.It is proved that the combining ridge and principal compenents estimator of regression coefficient has several types of minimum—Variance preperties.Some results of the paper[2] are the special cases of this paper.We also compare the combining ridge and principal components estimator with the principal components esti- mator in several senses.

关 键 词：岭型主成分估计 回归最优性 线性回归 降维估计类 矩阵 正交不变范数 

分 类 号：O212.1[理学—概率论与数理统计] O211.67[理学—数学]