The Stein-type Principal Components Adjusted Estimate of the Parameters in Seemingly Unrelated Regression System
Author(s): ZHU Ning, XU Biao, LI Bing
Pages: 184-186,193
Year: 2006 Issue: 3
Journal: GUANGXI SCIENCES
Keyword: 半相依回归系统; 协方差改进估计; Stein型主成分改进估计; 两步估计;
Abstract: 将Stein压缩思想与主成分改进估计相结合,研究两个半相依回归系统.当设计阵呈病态时,提出Stein型主成分改进估计,同时,给出当V未知时的两步估计.证明在均方误差意义下,Stein型主成分改进估计局部优于主成分改进估计和协方差改进估计.
Pages: 184-186,193
Year: 2006 Issue: 3
Journal: GUANGXI SCIENCES
Keyword: 半相依回归系统; 协方差改进估计; Stein型主成分改进估计; 两步估计;
Abstract: 将Stein压缩思想与主成分改进估计相结合,研究两个半相依回归系统.当设计阵呈病态时,提出Stein型主成分改进估计,同时,给出当V未知时的两步估计.证明在均方误差意义下,Stein型主成分改进估计局部优于主成分改进估计和协方差改进估计.
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