Generalized Shrunken Type GM Estimation in Linear Model

摘要：

　　The parameter estimation problem in linear model is considered when multicollinearity and outliers exist simultaneously.A class of new robust biased estimator,Generalized Shrunken Type-GM Estimation,with their calculated methods are established by combine of GM estimator and biased estimator include Ridge estimate,Principal components estimate and Liu estimate and so on.A numerical example shows that the most attractive advantage of these new estimators is that they can not only overcome the multicollinearity of coefficient matrix and outliers but also have the ability to control the influence of leverage points.

关键词： GM estimator Robust biased estimator Generalized shrunken type-GM estimator

作者: MA Chaozhong GUI Qingming DU Yuanlu

作者单位: Department of Mathematics and Physics,Institute of Science,Information Engineering University,P.R.China,450001

会议类型: 国际会议

会议名称: The 5th International Institute of Statistics & Management Engineering Symposium (第五届(2012)国际统计与管理工程学术研讨会(IISMES2012))

会议地点: 青岛

会议语种:英文

页码: 116-121

在线出版日期: 2012-07-20（万方平台首次上网日期，不代表论文的发表时间）