对确定岭参数的方法进行了推广,给出了一种新的逐步改进岭参数k的方法,这种方法能够通过调整岭参数来进一步减少岭估计的均方误差,并改进了Hoerl和Kennard的结果.
This paper is to develop the method of determining ridge parameter proposed, the author gives a new successive iteration method to determine ridge parameter k. The mean square error of ridge estimator can be decreased by means of changing ridge parameter. The method has improved the Hoerl-Kennard formula.