摘要
一、引言 自从Hotelling从概率结构引进主成分概念之后,主成分估计受到了统计工作者的广泛重视.它已成为多元分析中减少数据维数的有效工具.许多人从不同角度研究了主成分的最优性质.但是,这些性质都是关于协方差阵的.
The purpose of this paper is to investigate the optimal properties of the MSE of princi-ple component estimator in the class of reduced demension estimators. In this paper, it hasbeen proved that the principle component estimator has the μ-m, μ-P. Income, Loss and μ-MB optimal properties. In adition, it has been proved that the principle component estima-tor is a general best Bayesian estimator of β in the class .
出处
《应用数学学报》
CSCD
北大核心
1990年第2期192-197,共6页
Acta Mathematicae Applicatae Sinica
