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摘要: |
提出了线性模型中考虑样本信息中关于参数的先验信息的一种新的两参数估计,并给出了在均方误差矩阵准则下这种新的两参数估计优于Liu估计和修正Liu估计. |
关键词: 新的k-d类估计 修正Liu估计 修正岭估计 先验信息 |
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A Kind of New k-d Class of Estimation in Linear Model |
WANG Guo-ping
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Abstract: |
This paper proposes a new kind of two-parameter estimation of prior information regarding parameters by considering sample information in linear model and indicates that this new kind of two-parameter estimation is better than Liu-type estimator and modified Liu-type estimator under the regulation of mean square error matrix. |
Key words: new kind of k-d estimation modified Liu-type estimator modified ridge estimation prior information |