摘要
定义了一类新的降维估计类,证明了主成分估计在这类降维估计中具有几种方差最小性。
In this paper, the new reduced - dimension estimates class is advised, and severals opertimalities of variance of principal components estimators are proved in the above class.
关键词
主成分估计
降维估计类
最优性质
方差
Pricipal component estimata. reduced-dimension, estimate class optimaliey
