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岭型压缩主成分估计及其性质
RIDGED SHRUNKEN PRINCIPAL COMPONENTS ESTIMATE AND IT’S PROPERTIES
【摘要】 本文定义了一类新的降维估计,称之为岭型压缩主成分估计。证明了,当参数满足一定条件时,它比主成分估计,岭型主成分估计及最小二乘估计有较小的均方误差。
【Abstract】 A new estimate, the ridged shrunken principal components estimate advised in the article, has proved that the MSE of it is less than the MSE of principal components estimate,ridged principal component estimeate and least square estimate when parameter is in certain contentment
【关键词】 岭型压缩主成分估计;
线性模型;
均方误差;
【Key words】 Ridged shrunken principal cormponents estimate; Mean squares error; Linear model;
【Key words】 Ridged shrunken principal cormponents estimate; Mean squares error; Linear model;
- 【文献出处】 贵州师范大学学报(自然科学版) ,JOURNAL OF GUIZHOU NORMAL UNIVERSITY(NATURAL SCIENCE) , 编辑部邮箱 ,1997年03期
- 【分类号】O21
- 【被引频次】4
- 【下载频次】20