摘要
在已知(LG)型参数的最小二乘估计与GM估计的基础上,本文提出了改进最小二乘估计的两大估计——Stein型压缩估计与主成分估计。这是线性模型参数估计的重要问题,而改进(LG)型参数的最小二乘估计的专题研究,至今还是一个有待进一步深入的新论题,本文只是初步结果。
The least square estimate and Gauss—Marcov estimate of the parameters in (Lg) linear model were analysed. Estimates on the improved least squares estimate were then given, and they are Stein Compressive estimate and principal components estimate. Being an important problem in estimation of the linear model parameters, the least square estimate of improved (Lg) parameters is worthy of further investigation. Only preliminary results are given in this paper.
