牟唯嫣, 张辉, 陈建杰. 线性回归模型中的渐近最优性[J]. 信阳师范学院学报(自然科学版), 2014, 27(2): 167-169. DOI: 10.3969/j.issn.1003-0972.2014.02.003
引用本文: 牟唯嫣, 张辉, 陈建杰. 线性回归模型中的渐近最优性[J]. 信阳师范学院学报(自然科学版), 2014, 27(2): 167-169. DOI: 10.3969/j.issn.1003-0972.2014.02.003
Mu Weiyan , Zhang Hui, Chen Jianjie. Asymptotic Optimality in Linear Regression
[J]. Journal of Xinyang Normal University (Natural Science Edition), 2014, 27(2): 167-169. DOI: 10.3969/j.issn.1003-0972.2014.02.003
Citation: Mu Weiyan , Zhang Hui, Chen Jianjie. Asymptotic Optimality in Linear Regression
[J]. Journal of Xinyang Normal University (Natural Science Edition), 2014, 27(2): 167-169. DOI: 10.3969/j.issn.1003-0972.2014.02.003

线性回归模型中的渐近最优性

Asymptotic Optimality in Linear Regression

  • 摘要: 对线性回归中系数的一类估计给出了理论上的最优均方误差.证明了渐近意义下最小二乘估计和lasso估计均不具有最优均方误差性.最后给出了一个具有渐近最小均方误差的回归估计

     

    Abstract: Theoretical optimal Mean Squared Error(MSE)of a class of regression estimators was provided.It was proved that neither the least squares estimator nor the lasso estimator possesses the asymptotic optimality.A new regression estimator which has the asymptotic optimality was also given.

     

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