关键词: 几乎无偏Liu估计, 平衡损失函数, 几乎无偏Stein岭型主成分估计, 线性模型

Abstract: 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.

Key words: almost unbiased estimate of Liu, linear model, balance loss function, almost unbiased Stein ridgetype principal components estimate