摘要
提出线性模型中回归系数的多k类广义压缩最小二乘估计的概念．在均方误差的意义下，给出了该估计一致优于最小二乘估计的充分条件．
In this paper, we proposed the multiple k-class generalized shrunkenleast squares estimator for coefficient of regression in linear regression model, and got asufficient condition under which the multiple k-class generalized shrunken least squanesestimator is uniformly better than the least squares estimator in sense of mean square er-ror.
出处
《山西师范大学学报（自然科学版）》
1999年第4期8-11,共4页
Journal of Shanxi Normal University(Natural Science Edition)
关键词
多κ类广义压缩最小二乘估计
广义压缩最小二乘估计
均方误差
最小二乘估计
Multiple κ-class generalized shrunken least squares estimator Generalized shrunken least squares estimator Mean square error Least squares estimator
