Chinese Quarterly Journal of Mathematics ›› 2000, Vol. 15 ›› Issue (1): 14-17.

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Several Optimalities of Combining Ridge and Principal Components Estimator 

  

  1.  山东菏泽师范专科学校数学系 山东菏泽274015 
  • Received:1997-08-24 Online:2000-03-30 Published:2024-08-13
  • About author:TIAN Bao-guang(1962-),male,native of Yuncheng,Shandong,associate prolessor of Heze Teacher's College,M.S.D.,engages in mathematical statistics.

Abstract: 本文讨论岭型主成分估计的最优性质.证明了在岭型降维估计类中,它的方差有n种最小性,同时证明了在正交不变范数下也具有最小性.

Key words: 岭型主成分估计, φq-最小, E-最小, A-最小,  ,

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