椭球约束与μ-类岭回归估计

Ellipsoid constraint and μ-kind of ridge regression estimate

经典回归模型在椭球约束下利用残差平方准则得出的一类估计,在此基础上提出了μ-类岭回归估计,而且给出了在均方误差下μ-类岭回归估计优于经典回归模型在椭球约束下的估计类的条件.

The classical regression model under the restriction of the use ofresidual square criterion that a kind of estimation in the ellipsoid, proposed μ-kind of ridge regression estimate in this foundation , but under the mean square error, μ-kind of ridge regression estimation is superior to classical regression model under the restriction of the estimated kind of condition in the ellipsoid .