线性模型有偏估计的构造

Construction of Biased Estimation in Linear Model

对线性模型有偏估计的构造问题进行了探讨,得到了一组线性有偏估计公式,它不仅包含了已有的多种有偏估计,还得到了一些新的有偏估计,为有偏估计的实际应用提供了多种选择。此外,还对一种新的约束压缩估计的性质进行了讨论,并从整体上论述了这批有偏估计的容许性。

Based on the discussion of the construction of biased estimation in linear model, a general formula of linear biased estimation is developed. The formula not only includes the obtained estimations, but also generate some new estimations. Therefore a variety of methods are achieved for practical application of biased estimation. In this paper is also presented a discussion on the characteristics of a new constrained compression estimation and its admissibility.