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Shrunken Type-Robust Estimation

GUI Qing ming,ZHANG Jian jun,GUO Jian feng (Institute of Surveying and Mapping,Information Engineering University of PLA,Zhengzhou 450052,China)  
The parameter estimation problem in parameter adjustment model is considered when outliers and ill conditioning exist simultaneously.A class of new estimators,shrunken type robust estimators,are proposed by grafting the biased estimation techniques philosophy into the robust estimator,and their properties are discussed.By appropriate choices of the shrinking parameter matrix,we obtain many useful and important estimators.A numerical example demonstrates the validity of the methods presented in this paper.
【Fund】: 国家杰出青年科学基金!( 4 982 5 10 7);; 河南自然科学基础研究项目!( 0 0 40 5 13 0 0 )
【CateGory Index】: P207
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