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| 摘要: |
| 本文基于岭估计研究了正态线性回归模型中未知参数的最小体积置信集问题.利用Jackknife方法,获得了在不同情况下未知参数的最小体积置信集.最后,与经典置信集进行比较,在最小体积意义下我们所得到的置信集是最佳的. |
| 关键词: 刀切岭估计 线性回归 置信集 岭估计 |
| DOI： |
| 分类号:O212.4 |
| 基金项目:湖北省自然科学基金-黄石联合资助项目(2022CFD042),湖北师范大学"研究生创新科研"立项建设项目(2023Z079). |
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| MINIMUM-VOLUME CONFIDENCE SETS OF PARAMETERS BASED ON JACKKNIFED RIDGE ESTIMATOR FOR LINEAR REGRESSION MODELS |
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GUO Tong-ge,HU Hong-chang
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| Abstract: |
| In this paper,based on the ridge estimator, we investigate the minimum volume confidence sets of unknown parameters in the normal linear regression models. By using the Jackknife method,the minimum volume confidence sets of unknown parameters in different cases are obtained.Finally, the minimum volume confidence sets are compared with the classical confidence sets, and our confidence sets are the best in the sense of minimum volume. |
| Key words: Jackknife ridge estimation linear regression confidence set ridge estimator |
