| 摘要: |
| 摘 要:在损失函数tr (B
^
- B) ′A (B
^
- B )下给出B 在线性估计类中的Minimax估计,研究了其性质. 在
一些特殊的情形下,该估计包括了多元功效岭回归估计( Ridge regression estimation) ,多元Stein估计等. |
| 关键词: 关键词:多元线性回归模型 多元线性Minimax估计 多元岭回归估计 |
| DOI： |
| 分类号: |
| 基金项目: |
|
| Minimax estimation in multivariate linear regression model under restrictio |
|
WANG L i2feng1 ZHU Dao2yuan2
|
| Abstract: |
| Abstract: In this paper, a multivariateMinimax estimation in all linear estimators under the loss function tr (B
^
- B ) ′A (B
^
- B ) is derived. We consider its p roperties. In special case, the multivariate Minimax estimation in2
cludes power Ridge regression , Stein’s estimator and so on. |
| Key words: Key words: multivariate linear regression model multivariate linearMinimax estimation multivariate Ridge regression estimation |
