摘要
本文整理了关于改进线性模型(Y,Xθ,σ~2I)参数θ的最小二乘估计的若干新成果,它包括岭型估计、Stein压缩估计、主成分估计、Cassella估计等等。最后给出了杈估计与杈概括。
This paper gives a survey of some new results on the improved least squares estimate of linear model (Y, Zθ, σ~2I) for parametric θ, which includes ridge estimate, Stein Compressive estimate, principal components estimate, Cassclla estimate and so on. Weight estimate and weigh survey are also given.
关键词
线性模型
最小二乘估计
均方误差
linear model (Y, Zθ, σ~2 I), least squares estimate, mean square error, characteristic root
