摘要
本文对泛岭估计作了进一步的研究,详细讨论了参数K和S之间的关系,指出了MSE作为选择参数准则的缺陷,给出了选择K和S的比较理想的M(c)准则。证明了在此准则下得到的估计量是最优的。
In this paper we made further research into universal ridge estimates , discussed in detail the relation between parameters K and S, pointed out the shortcoming in using MSE as criterion of selecting parameters, by giving ideal M(c) criterion for selecting parameters. The writer proved that the estimators is optimal under this criterion.
