The article deals with optimality of combining ridge and principal component estimator.It is proved that combining ridge and principal componet estimate has several types of minimumvariance properties in the class of ...The article deals with optimality of combining ridge and principal component estimator.It is proved that combining ridge and principal componet estimate has several types of minimumvariance properties in the class of reduced dimension estimates and it also has minimum of orthogo-nal unchanged norm of covariance in the same class.展开更多
文摘The article deals with optimality of combining ridge and principal component estimator.It is proved that combining ridge and principal componet estimate has several types of minimumvariance properties in the class of reduced dimension estimates and it also has minimum of orthogo-nal unchanged norm of covariance in the same class.
