平衡损失下双h型岭估计的优良性

The Superiority of Double-h-class Ridge Estimator under Balanced Loss Functions

讨论了在平衡损失下双h岭估计的优良性问题,给出了平衡损失下双h岭估计的风险函数的表达式,并得到了在损失下该非线性估计对于普通的最小二乘估计的一致优良性的一个充分条件.

This article mainly discusses the superiority of double-h class ridge estimator under balanced loss functions, gives an expression to the Risk function of the estimator under balanced loss functions, and also gets a sufficient condition on which ＇the double-h class ridge estimator has an advantage over least square estimator.