结合压缩最小二乘估计和主成分估计,给出广义压缩主成分最小二乘估计.该估计能改善最小二乘估计的可容许性,并具有最小的均方误差.将此估计应用于集装箱港口吞吐量的研究表明该估计的应用价值.
Combining shrunken least squares estimation with principal component estimation, the gener- alized shrunken principal component least squares estimation is proposed. The estimation improves the admissibility of the least squares estimation, which has the smallest mean-squared error. Application of the new estimation in the study of China' s container port throughput shows the application value of the estimation.