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。
This paper discusses the properties of MSE and MSR of generalized shrunken least square estimator(GSLSE), and also deals with the advantages of GSLSE under Q(c) criteria and Pitman closeness criteria, respectively.
出处
《铁道师院学报》
1997年第4期5-9,共5页
Journal of Suzhou Railway Teachers College(Natural Science Edition)
关键词
最小二乘估计
均方误差
优良性
线性回归
generalized shrunken least square estimator, MSE, MSR, Q(c) criteria, Pitman closeness criteria
