摘要
本文把岭型组合主成分估计拓广为广义岭型组合主成分估计^α(c)证明^α(k)能更有效地改善LS估计。
We generalized the ridge combined component estimation and (k) is the generalized ridge combined principal component estimation. We demonstrate that (k) improved LS more effectively and determined a formula of selecting parameters by using Q(c) criterion and obtain the iteration method of the solution. Finally a comparative analysis was made between principal component estimation with the help of practical examples. he result indicates that the method was useful and effective.
出处
《福州大学学报(自然科学版)》
CAS
CSCD
1997年第1期1-6,共6页
Journal of Fuzhou University(Natural Science Edition)
关键词
广义岭型组合
主成分估计
K值
线性回归
generalized ridge combination
principal component estimation
criterion
mean square error