IMPROVEMENT OF SOME MULTIDIMENSIONAL ESTIMATES BY REDUCTION OF DIMENSIONALITY

被引：6
|
作者：
FERRE, L
机构：
[1] Universale Paul Sabatier, Toulouse
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 1995年 / 54卷 / 01期
关键词：
MULTIDIMENSIONAL ESTIMATES; MEAN SQUARE ERROR; PERTURBATION THEORY; PROJECTION; ASYMPTOTIC EXPANSIONS; PRINCIPAL COMPONENT ANALYSIS;
D O I：
10.1006/jmva.1995.1049
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We consider in this paper a set of k p-variates from which k unbiased estimates of a multidimensional parameter are obtained. Our goal is to propose an improvement of those estimates based on projections onto lower dimensional spaces. The quality of estimation is measured by the mean square error (MSE) of estimation. Asymptotic expansion of these MSEs are given and estimates of these MSEs are proposed for practical use. Finally, several examples of applications are given. (C) 1995 Academic Press, Inc.
引用
收藏
页码：147 / 162
页数：16
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