Acta mathematica scientia,Series A ›› 2001, Vol. 21 ›› Issue (4): 453-457.
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LIU Xiao-Mao, MAO Shi-Song
Online:
Published:
Supported by:
华中科技大学青年基金资助项目
Abstract:
在连续测量数据情况下,对混合系数线性模型给出了固定系数和随机系数的两种形式的Stein估计,并证明了在均方误差意义下,Stein估计要优于LS估计,最后还讨论了Stein压缩系数的选取方法
Key words: 线性模型, Stein估计, 均方误差
CLC Number:
LIU Xiao-Mao, MAO Shi-Song. Stein Shrunken Estimates of Parameters for Mixed-Effect Coefficient Linear Model[J].Acta mathematica scientia,Series A, 2001, 21(4): 453-457.
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