Robustifying Biased Estimation in Linear Model

Chinese Quarterly Journal of Mathematics ›› 2000, Vol. 15 ›› Issue (2): 29-35.

Robustifying Biased Estimation in Linear Model

郑州轻工业学院基础部河南郑州4500022,郑州信息工程大学测绘学院河南郑州450052

Received:1998-11-01 Online:2000-06-30 Published:2024-07-31
About author:DUAN Qing-tang（1958－）,male,native of Weihui,Henan,an assistant professor of Zhengahou College of Light Industry,engages in the theory and application of linear model；GUI Qing-ming（1960－）,male,native of Wujiang,Jiangsu,a professor of Zhengzhou Information Engineering University,engages in the theory and application of linear model．

Abstract

Abstract: 本文讨论复共线性和粗差同时存在时线性模型的参数估计问题 .基于等价权原理提出了一个稳健有偏估计类 (稳健压缩估计 ) ,并且建立了稳健压缩估计的计算方法 .为了满足实际问题的需要 ,构造了许多很有意义的稳健有偏估计 ,例如稳健岭估计、稳健主成分估计、稳健组合主成分估计、稳健单参数主成分估计、稳健根方估计等等 .最后通过一个算例表明 ,本文提出的稳健有偏估计具有既可克服复共线性影响又可抵抗粗差干扰的良好性质 .

Key words: , 复共线性, 粗差, 稳健有偏估计,

CLC Number:

O212

DUAN Qing-tang, GUI Qing-ming. Robustifying Biased Estimation in Linear Model[J]. Chinese Quarterly Journal of Mathematics, 2000, 15(2): 29-35.

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Robustifying Biased Estimation in Linear Model

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