平衡损失下回归系数stein压缩估计的性质

The Properties of Stein Estimator for Regression Coefficient Under Balanced Loss Function

在平衡损失风险函数准则下,研究线性模型中回归系数的stein估计优于最小二乘估计(LS)的充分必要条件,然后在pitman closeness(PC)准则下比较了stein估计相对于最小二乘估计的优良性。

Based on the balance loss risk function criterion , In this paper We obtain the necessary and sufficient condition that stein estimators is better than least square（LS） estimator in Linear Models. Then we discuss the su- periority of the Stein estimator over LS estimator under Pitman Closeness crition,