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Generalized Penalized Least Squares and Its Statistical Characteristics
作者姓名:DING  Shijun  TAO  Benzao
作者单位:[1]School of Geodesy and Geomaties, Wuhan University, 129 Luoyu Road, Wuhan 430079, China [2]不详, Wuhan University, 129 Luoyu Road, Wuhan 430079, China
摘    要:IntroductionThe semiparametric models is composed of lin-ear parametric model and nonparameter (or non-parametric signal) ,so the model does not haveonly one solution on the least squares conditionVTPV=min,the normal equations is singular1].In order to g…

关 键 词:参量模型  大地测量  测量平差  岭估计
文章编号:1009-5020(2006)04-255-05
收稿时间:2006-07-28

Generalized penalized least squares and its statistical characteristics
DING Shijun TAO Benzao.Generalized Penalized Least Squares and Its Statistical Characteristics[J].Geo-Spatial Information Science,2006,9(4):255-259.
Authors:Ding Shijun Ph D  Tao Benzao
Institution:DING Shijun TAO Benzao
Abstract:The solution properties of semiparametric model are analyzed, especially that penalized least squares for semiparametric model will be invalid when the matrix B~TPB is ill-posed or singular. According to the principle of ridge estimate for linear parametric model, generalized penalized least squares for semiparametric model are put forward, and some formulae and statistical properties of estimates are derived. Finally according to simulation examples some helpful conclusions are drawn.
Keywords:semiparametric model  penalized least squares  generalized penalized least squares  statistical property  ill-posed matrix  ridge estimate
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