文献类型：期刊文章

作　　者：TIAN Bao-guang[1]

田保光(山东菏泽师范专科学校数学系,山东菏泽274015)

机构地区：[1]Department of Mathematics,Shandong Heze Teachers'College,Shandong Heze 274015,Chi-na

出　　处：《Chinese Quarterly Journal of Mathematics》

年　　份：2000

卷　　号：15

期　　号：1

起止页码：14-17

语　　种：中文

收录情况：CSCD、CSCD2011_2012、JST、MR、ZGKJHX、ZMATH、普通刊

摘　　要：The article deals with optimality of combining ridge and principal component estimator.It is proved that combining ridge and principal componet estimate has several types of minimumvariance properties in the class of reduced dimension estimates and it also has minimum of orthogo-nal unchanged norm of covariance in the same class.

关 键 词：combing ridge and principal component estimate  Φ-minmum  E-minimum  A-minimum  

分 类 号：O211.67] O212.1[数学类]