岭估计优于最小二乘估计的条件  

The Conditions of Ridge Estimation Superior to Least Square Estimation

作　　者：戴俭华[1] 王石青 

机构地区：[1]合肥工业大学,合肥230009 [2]华北水电学院,郑州450045

出　　处：《数理统计与应用概率》1994年第2期53-58,共6页

摘　　要：本文讨论在均方误差意义下岭估计优于最小二乘估计的问题。给出了岭估计优于最小二乘估计的必要条件及较一般的充分条件。In this paper, the problem for the superiority of ridge estimation over least square estimation is studied in the sense of mean square error. First, we have obtained the necessary conditions of ridge estimator superior to least square estimator Second, the necessary and sufficient condition on which ridge estimator has an advantage over least square estimator is received in the case p=2.

关 键 词：岭估计 均方误差 岭参数 最小二乘估计 

分 类 号：O212.1[理学—概率论与数理统计]