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回归系数岭估计相合性条件的讨论
引用本文:田金文,高谦.回归系数岭估计相合性条件的讨论[J].石油天然气学报,1993,15(2):94-98.
作者姓名:田金文  高谦
作者单位:江汉石油学院基础课部 (田金文),江汉石油学院基础课部(高谦)
摘    要:

关 键 词:线性模型  回归分析  岭估计  相合性

Notes on the Consistency of Ridge Regression
Tian Jinwen Gao Qian.Notes on the Consistency of Ridge Regression[J].Journal of Oil and Gas Technology,1993,15(2):94-98.
Authors:Tian Jinwen Gao Qian
Abstract:Aridge estimation is constructed. Under the general condition, the consistency of the ridge estimation is proved. In the paper, we also presented a discussion on the property of error variance estimate based on the minimum variance estimation.
Keywords:linear model  minimum variance estimate  least square appoximation  regression analysis  [ridge estimation]  
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