淡江大學機構典藏:Item 987654321/20702
English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 62797/95867 (66%)
造訪人次 : 3751509      線上人數 : 454
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜尋範圍 查詢小技巧:
  • 您可在西文檢索詞彙前後加上"雙引號",以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋,建議至進階搜尋限定作者欄位,可獲得較完整資料
  • 進階搜尋
    請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/20702


    題名: An Improved Method of Predicting the Future: A Result on Improving the Stein-Rule Shrinkage Estimators of Regression Coefficients
    作者: Chang, Ching-Hui;Pal, Nabendu;Lin, Jyh-Jiuan;Lin, Jyh-Horng
    貢獻者: 淡江大學統計學系;淡江大學國際企業學系
    關鍵詞: Quadratic loss;risk function;shrinkage estimation
    日期: 1997-05-01
    上傳時間: 2009-11-30 12:57:05 (UTC+8)
    出版者: 臺北縣:淡江大學未來學研究所
    摘要: A major use of linear regression models is to predict the future. An improved shrinkage estimator of the regression coefficients leads to a better of the dependent (response) variable in terms of lower Prediction mean squared error. Therefore, in this paper we consider the Problem of improved estimation of the unknown coefficients of a linear Regression model under usual normality assumption. It is well known that the ordinary least squares (OLS) estimator of the regression coefficients can be dominated by the Stein-rule estimators which are again dominated by their "Positive-part" versions. In this paper we show that the estimators can be dominated by a new type of estimators which are quite different from the "positive-part" estimators.
    關聯: Journal of futures studies=未來研究叢刊 1(2), pp.51-62
    顯示於類別:[統計學系暨研究所] 期刊論文
    [國際企業學系暨研究所] 期刊論文

    文件中的檔案:

    檔案 描述 大小格式瀏覽次數
    An Improved Method of Predicting the Future A Result on Improving the Stein-Rule Shrinkage Estimators of Regression Coefficients.pdf909KbAdobe PDF2檢視/開啟
    index.html0KbHTML251檢視/開啟
    index.html0KbHTML141檢視/開啟

    在機構典藏中所有的資料項目都受到原著作權保護.

    TAIR相關文章

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回饋