RIDGE COMBINED PRINCIPAL COMPONENTS ESTIMATOR

XU Wenli, LIN Jugan, . RIDGE COMBINED PRINCIPAL COMPONENTS ESTIMATOR[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(1): 52-59.

Citation:

XU Wenli, LIN Jugan, . RIDGE COMBINED PRINCIPAL COMPONENTS ESTIMATOR[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(1): 52-59.

Citation:

XU Wenli, LIN Jugan, . RIDGE COMBINED PRINCIPAL COMPONENTS ESTIMATOR[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(1): 52-59.

Abstract

In this paper, We propose a ridge combined principal Component estimator for the regression coefficients. And the admissibility, restricted admissibility and consiste-pcy of the estimator are discussed. We show the regions preferable to OLS, OER, under mean square error and Pitman’s clossness respectively, and also that it can improve the resistance and sensitivity to data.

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