摘要
主要讨论了在广义岭型降维估计类中,广义岭型主成分估计的方差性质。在一定条件下,证明了广义岭型主成分估计的协差阵的特征值、行列式及正交不变范数最小。
The properties of combining genera1ized ridge and principal components estimate aremainly discussed in the class of generalized ridge reduced-dimension estimates.It is proved thatcombining generalized ridge and principal components estimate has several minmum properties, abouteigenvalue,determinant and orthogonal unchanged morm of covariauce.
出处
《聊城师院学报（自然科学版）》
2001年第3期28-30,共3页
Journal of Liaocheng Teachers University(Natural Science Edition)
关键词
广义岭型主成分估计
特征根
方差
最优性质
combining generalized ridge and principal estimate,eigenvalue,Variance,optimality
