线性模型中回归系数岭估计的相合性

CONVERGENCE OF THE RIDGE ESTIMATIONS OF THE LINEAR MODEL

利用矩阵方法,讨论了带约束条件的线性模型中回归参数岭估计的强、弱相合性及均方相合性,得到了弱相合的充要条件及强相合的充分条件。

The strong convergence, weak convergence and square mean convergence of the ridge regression of the linear model with a restriction are deeply studied by using the methods of Matric Theory. The necessary and sufficient condition for weak convergence and sufficient condition for strong convergence are obtained.