|
大地测量与地球动力学 2002
COMBINED RIDGE WITH SHRUNKEN ESTIMATOR AND ITS APPLICATIONS IN GEODETIC ADJUSTMENT
|
Abstract:
On the basis of analyzing ordinary ridge estimator's and Stein estimator's properties, a new biased estimator of unknown parameters, which is called combined ridge with shrunken(CRS)estimator, is generated for Gauss-Markov model by combining the ordinary ridge estimator and Stein shrunken estimator.The CRS estimator can overcome the defects of the ordinary ridge estimator and the Stein shrunken estimator.Its properties in the mean squared error and under the Pitman's measure of closeness are investigated.In the sense of the mean squared error comparisons between these biased estimators are explored.The determination of biased parameter of the CRS estimator is discussed and some important conclusions are drawn.The theoretical and computational results demonstrate that the CRS estimator is a potentail estimtor in surveying adjustment.