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PC准则下方差分量模型参数的广义岭估计的优良性
引用本文:赵晓兵.PC准则下方差分量模型参数的广义岭估计的优良性[J].无锡教育学院学报,2001(4).
作者姓名:赵晓兵
作者单位:江南大学数学系 江苏无锡214063
摘    要:方差分量模型中,随机效应向量为正态情形时,本文证明了PC准则下其参数的广义岭估计优于其广LSE。

关 键 词:方差分量  PitmanCloseness准则  岭估计

The Superioriy about the Generalized Ridge Estimate of Parameters in Variance CompomentModel Under Pitman Closeness Criterion
Zhao Xiao Bing.The Superioriy about the Generalized Ridge Estimate of Parameters in Variance CompomentModel Under Pitman Closeness Criterion[J].Journal of Wuxi Education College,2001(4).
Authors:Zhao Xiao Bing
Institution:Zhao Xiao Bing Department of Mathematics,JiangNanUniversity,WuXi,214063
Abstract:In this paper we prove that generalized ridge estimate of parameters in variance compoment model is betterthan the generalized LSE of parameters under pitman closeness criterion when we suppose that the distribution of the randomeffect vectors is normal distribution.
Keywords:Variance component  Ptiman closeness criterion  Ridgeestimate
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