吉林大学学报(理学版)
• 数学 • 上一篇 下一篇
吴燕, 何道江
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WU Yan, HE Daojiang
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摘要：
基于线性回归模型参数向量的先验信息提出一类新的s-K估计--改进s-K估计, 并在均方误差阵意义下, 得到了这类估计分别优于最小二乘估计、 广义岭估计、 Stein估计及s-K估计的充要条件.
关键词: 最小二乘估计, 岭估计, Stein估计, s-K估计, 改进的s-K估计
Abstract:
A new class of s-K estimators, called the modified s-K estimators was proposed based on the prior information for the parameter vector in a linear model. The necessary and sufficient conditions that the new estimators are respectively superior to the least squares estimator, ridge estimators, Stein estimators and s-K estimators were obtained.
Key words: the least squares estimator, ridge estimators, Stein estimators, s-K estimators, modified s-K estimators
中图分类号:
吴燕, 何道江. 线性模型参数一类新的s-K估计[J]. 吉林大学学报(理学版), 2014, 52(01): 45-50.
WU Yan, HE Daojiang. A New Class of s-K Estimators in the Linear Model[J]. Journal of Jilin University Science Edition, 2014, 52(01): 45-50.
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链接本文: http://xuebao.jlu.edu.cn/lxb/CN/
http://xuebao.jlu.edu.cn/lxb/CN/Y2014/V52/I01/45
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