摘要
在损失函数tr(■-B)′A(■-B)下给出B在线性估计类中的Minimax估计,研究了其性质.在一些特殊的情形下,该估计包括了多元功效岭回归估计(Ridge regression estimation),多元Stein估计等.
In this paper, a multivariate Minimax estimation in all linear estimators under the loss function tr( -B) 'A (B- B) is derived. We consider its properties. In special case, the multivariate Minimax estimation includes power Ridge regression , Stein' s estimator and so on.
出处
《重庆工商大学学报(自然科学版)》
2009年第6期517-521,525,共6页
Journal of Chongqing Technology and Business University:Natural Science Edition
关键词
多元线性回归模型
多元线性Minimax估计
多元岭回归估计
multivariate linear regression model
multivariate linear Minimax estimation
multivariate Ridge regression estimation