In this paper,we propose a new biased estimator of the regression parameters,the generalized ridge and principal correlation estimator.We present its some properties and prove that it is superior to LSE(least squares ...In this paper,we propose a new biased estimator of the regression parameters,the generalized ridge and principal correlation estimator.We present its some properties and prove that it is superior to LSE(least squares estimator),principal correlation estimator,ridge and principal correlation estimator under MSE(mean squares error) and PMC(Pitman closeness) criterion,respectively.展开更多
基金Foundation item： the National Natural Science Foundation of China （Nos. 60736047 10671007+2 种基金 60772036） the Foundation of Beijing Jiaotong University （Nos. 2006XM037 2007XM046）.
文摘In this paper,we propose a new biased estimator of the regression parameters,the generalized ridge and principal correlation estimator.We present its some properties and prove that it is superior to LSE(least squares estimator),principal correlation estimator,ridge and principal correlation estimator under MSE(mean squares error) and PMC(Pitman closeness) criterion,respectively.
