| 广义压缩最小二乘估计的优良性 |
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| 引用本文： | 孙孝前.广义压缩最小二乘估计的优良性[J].苏州科技学院学报(社会科学版),1997(4). |
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| 作者姓名： | 孙孝前 |
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| 作者单位： | 上海华东师范大学数理统计系 上海200062 |
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| 摘 要： | 本文讨论了广义压缩最小二乘估计均方误差、均方残差的一些性质,另外还分别在 Q(c)准则及 Pitman 准则下讨论了广义压缩最小二乘估计的优良性。
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| 关 键 词： | 广义压缩最小二乘估计 均方误差 均方残差 Q(c)准则 Pitman 准则 |
Advantages of Generalized Shrunken Least Square Estimator |
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| Sun Xiaoqian.Advantages of Generalized Shrunken Least Square Estimator[J].Journal of University of Science and Technology of Suzhou:Social Science,1997(4). |
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| Authors: | Sun Xiaoqian |
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| Abstract: | This paper discusses the properties of MSE and MSR of generalized shrunk- en least square estimator(GSLSE),and also deals with the advantages of GSLSE under Q(c)criteria and Pitman closeness criteria,respectively. |
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| Keywords: | generalized shrunken least square estimator MSE MSR Q(c) criteria Pitman closeness criteria |
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