讨论了广义岭型主成分估计的一些性质,引入一种估计的相对效率,证明了广义岭型主成分估计比岭型主成分估计和主成分估计的效率高,并且在Pitman准则下也优于岭型主成分估计和主成分估计.
Some characteristics of combining generalized ridge and principle components estimate were discussed. Defin a relative efficiency,it was proved that combining generalized ridge and principal components estimate is better and more efficient than combining ridge and principal components estimate under Pitman's measure of closeness.