This paper deals with the regressi on optimality of combining ridge and prinapal components estimator.It is proved that the combining ridge and principal compenents estimator of regression coefficient has several type...This paper deals with the regressi on optimality of combining ridge and prinapal components estimator.It is proved that the combining ridge and principal compenents estimator of regression coefficient has several types of minimum—Variance preperties.Some results of the paper[2] are the special cases of this paper.We also compare the combining ridge and principal components estimator with the principal components esti- mator in several senses.展开更多
文摘This paper deals with the regressi on optimality of combining ridge and prinapal components estimator.It is proved that the combining ridge and principal compenents estimator of regression coefficient has several types of minimum—Variance preperties.Some results of the paper[2] are the special cases of this paper.We also compare the combining ridge and principal components estimator with the principal components esti- mator in several senses.
