平衡损失函数下几乎无偏估计的统计性质

Statistical Properties of Almost Unbiased Estimate under Balance Loss Function

在平衡损失函数下,讨论线性回归模型中几乎无偏Liu估计与几乎无偏Stein岭型主成分估计的统计性质.分别给出几乎无偏Liu估计与几乎无偏Stein岭型主成分估计在平衡损失函数下的风险,并在不同条件下讨论这两种风险的关系.

We discussed the statistical properties of the almost unbiased estimate of Liu and the almost unbiased Stein ridge-type principal components estimate for the linear regression model under the balance loss function.We gave the risks of the almost unbiased Liu estimate and the almost unbiased Stein ridge-type principal components estimate,under the balance loss function,respectively,and discussed the relationship between these two risks under different conditions.