| 广义岭估计的谱分解式和Liu型广义岭估计 |
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| 引用本文： | 范澎湃,常志巧,隋立芬,黄贤源.广义岭估计的谱分解式和Liu型广义岭估计[J].海洋测绘,2009,29(1):10-12. |
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| 作者姓名： | 范澎湃 常志巧 隋立芬 黄贤源 |
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| 作者单位： | 解放军信息工程大学,测绘学院,河南,郑州,450052 |
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| 摘 要： | 首先从多参数岭估计，即广义岭参数人手，给出其谱分解形式。然后就岭估计会使估值偏差增大的问题，在Liu估计的基础上，推导出一种新的有偏估计方法——Liu型广义岭估计，并给出该方法的模型、解式。Liu型广义岭估计可以在尽量不增大偏差的同时改进病态性，获得更好的估值。最后通过算例进行了比较分析。
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| 关 键 词： | 广义岭估计 谱分解式 Liu估计 Liu型广义岭估计 |
Spectral Decomposition Formula of Generalized Ridge Estimation andLiu-type Generalized Ridge Estimator |
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| FAN Peng-pai,CHANG Zhi-qiao,SUI Li-fen,HUANG Xian-yuan.Spectral Decomposition Formula of Generalized Ridge Estimation andLiu-type Generalized Ridge Estimator[J].Hydrographic Surveying and Charting,2009,29(1):10-12. |
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| Authors: | FAN Peng-pai CHANG Zhi-qiao SUI Li-fen HUANG Xian-yuan |
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| Institution: | Institute of Surveying and Mapping;Information Engineering University;Zhengzhou;Henan;450052 |
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| Abstract: | This article presents the spectral decomposition formula of generalized ridge estimation.Then Liu-type estimator has been introduced.Based on it,Liu-type generalized ridge estimator has been put forward,which can improve the ill-conditioned equations without increasing the bias.By using a numerical example,some calculation and comparison are performed in the end. |
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| Keywords: | generalized ridge regression spectral decomposition formula Liu-type estimator Liu-type generalized ridge estimator |
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