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Robust ridge combined the principal components estimation and the influence of errors

LIU Yan-yu,SUI Li-fen,LIU Qing-li(Information Engineering University,Zhengzhou 450052,China)  
In this paper,the ridge combined the principal components estimation of adjust parameter is united with the robust estimation,using the model of robust M estimation and building the corresponding model of the robust ridge combined principal components estimation of adjust parameter. The paper gives a test in the end,Test results show that the robust ridge combined principal components estimation of adjust parameter not only can improve the ill condition of normal equations,but also resists the effect of course errors effectively.
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