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中文摘要：
讨论线性回归模型的一种有偏估计广义岭型主成分估计,给出广义岭型主成分估计一些性质,证明在MSE和GMSE准则下是等价的并且优于最小二乘估计,在Pitman准则下优于最小二乘估计和岭型估计.进一步得到了在均方误差意义下广义岭型主成分估计是可容许估计的结论.
英文摘要：
The combining generalized ridge and principal components estimate of the linear regression model is considered and some properties are obtained. It is proved that the MSE is the same as the GMSE principal. The combining generalized ridge and principal components estimate is better than least squares estimate under the MSE and GMSE principal, and is also better than ridge estimate under the Pitman measure. It is shown that the combining generalized ridge and principal components estimate was an admissible estimate.
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