摘要
本文求出了回归系数岭估计的理论影响函数、经济影响函数和样本影响函数，讨论了岭估计的影响函数与最小二乘估计的影响函数的关系以及与方差扰动模型中的岭估计关干扰动因子导数的关系，定义了岭估计的Ｃｏｏｋ距离，比较了岭估计的Ｃｏｏｋ距离与最小二乘估计的Ｃｏｏｋ距离的稳健性．最后。
The theoretical, empirical and sample influence functions of Ridge Estimate are obtained. The relation of the influence function of Ridge Estimate with one of Least Squares Estimate is discussed as well as with the derivative of Ridge Estimate on disturbance factor in the model with variance-disturbance. Cook Distance of Ridge Estimate is defined. The differences of robustness of Cook Distance between Ridge Estimate and Least Squares Estimate are derived. Finally, the results are spread to the biased estimate
出处
《华东师范大学学报（自然科学版）》
CAS
CSCD
1996年第2期34-39,共6页
Journal of East China Normal University(Natural Science)
关键词
影响分析
岭估计
统计泛函
影响函数
influence analyse Ridge estimate statistics funational influece function
