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Spectral Decomposition Formula of Generalized Ridge Estimation and Liu-type Generalized Ridge Estimator
Author(s): 
Pages: 10-12
Year: Issue:  1
Journal: Hydrographic Surveying and Charting

Keyword:  广义岭估计谱分解式Liu估计Liu型广义岭估计;
Abstract: 首先从多参数岭估计,即广义岭参数入手,给出其谱分解形式.然后就岭估计会使估值偏差增大的问题,在Liu估计的基础上,推导出一种新的有偏估计方法--Liu型广义岭估计,并给出该方法的模型、解式.Liu型广义岭估计可以在尽量不增大偏差的同时改进病态性,获得更好的估值.最后通过算例进行了比较分析.
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