岭参数的上确界及岭估计优于最小二乘估计的充要条件

The Necessary and Sufficient Theorems with Ridge Estimation Superior to Least Square Estimation

本文给出了岭参数的上确界，岭估计优于最小二乘估计的一般的充分条件以及岭估计优于最小二乘估计的充分必要条件。

In this paper, thd problem is studied for thd superiorly of ridge estimation ver least square estimation in the sense of mean square error. First,we have defined and obtained the supremum and thd uniform supremum of ridge parameter. Second,the suffcient conditions are given of the appilcability extensive with ridge estimation superior to least square estimation,and finally,the necessary and sufficient condition is received on which ridge estimator an advantage overleast square estimator in the paper.