探讨回归系数的stein型主成分估计问题

A discussion on stein-type principal components estimation of regression coefficients

设计阵X呈病态的线性回归模型,给出一种新的关于回归系数的有偏估计,即stein型主成分估计,且对偏参数的存在性,最优性进行了一些探讨。

This paper presents a new biased estimation, stein-type principal-components estimation to the coefficient of regression as the design matrix is ill-conditioned in linear regression model and discusses the existence and the optimal property.