GENERALIZED SHRUNKEN T-TYPE ESTIMATIONIN GUASSMARKOV MODEL
Chen Ke 1) ;Gui Qingming 2) ; and Yang Na 1,3)
1) Institute of Surveying and Mapping, Information Engineering University, Zhengzhou 4500522) Institute of Science, Information Engineering University, Zhengzhou 4500013) 65015 Troops, Dalian 116023
Abstract：Ttype estimation is a new kind of robust estimations, which takes tdistribution as the error distribution and has some advantages in some respects.The equivalent weight form of ttype estimation is presented. A disadvantage of ttype estimation that it cannot resist illconditioning is analyzed. To overcome this drawback, according to the idea of the generalized shrunken type robust estimation, the generalized shrunken ttype estimation is presented, which shrinks the solution of the location parameters. Some important problems of this estimation are discussed. A numerical example shows the validity of the method presented.
