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In this work we analyze principle component analysis (PCA) as a deterministic input-output system. We show that the relative information loss induced by reducing the dimensionality of the data after p...
SEVERAL RESULTS ON ESTIMATION OF PARAMETERS UNDER MATRIX LOSS FUNCTION
Matrix loss function Bayes estimators
2007/12/10
摘要 In this paper, the definitions of Bayes estimator, minimax estimator, minimumrisk equivariant estimator and admissible estimator under the general matrix loss functionare given. Several results on ...
ON INADMISSIBILITY OF SOME USUAL ESTIMATORS OF LOSS INCURRED IN ESTIMATING ERROR VARIANCE
Normal linear model unbiassed loss estim
2007/8/7
Under multivariant normal linear models, it is proved that usual loss estimators based on the uniformly minimum variance unbiased estimator and the best affinely equivariant estimator of error varianc...
CONTINUOUS-TIME STOCHASTIC ADAPTIVE CONTROL STABILIZING THE SYSTEM AND MINIMIZING THE QUADRATIC LOSS FUNCTION
Stochastic adaptive control continuous-
2007/8/7
For the completely observed colltinuous-time stochastic system (A, B, C)an adaptive control based on the ELS estimation algorithm is designed so that the quadratic loss function is minimized and the u...
ALL ADMISSIBLE LINEAR ESTIMATES OF REGRESSION COEFFICIENTS UNDER MATRIX LOSS
Admissibility matrix loss function lin
2007/8/7
The necessary and sufficient conditions for a linear estimator of a linear estimable function of regression coefficients in a general fixed effects linear model with the assumptions of normality to be...
For the general fixed effects linear model: Y=Xτ+ε,ε～N(0,V)(or N(0,σ~2V)), V≥0, we obtain the necessary and sufficient condition for LY+α to be admissible for Sτ in the class of all estimators under m...