A New Selection Method For Ridge Parameter

GUI Qingming (Zheng Zhou Institute of Surveying and Mapping, Zheng Zhou, 450052)  

In this paper, we discuss the ridge estimator and the prinripal component es-timator are "close" in the sense of Euclidian when we limited the ridge parameter k in aspectal range. That is, we provided a new method to select the ridge parameter k.Lastly, a numerical example is given.

【CateGory Index】： P207

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