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本文通过深入分析单参数岭估计β的均方误差MSE,得到最优均方误差的存在范围,并把较优均方误差的存在范围由拓广到从而得到一种新的岭参数K值选取方法。
In this paper, by analyzing the mean square error MSE of the single parameter ridge estimate β, the existence range of the optimal mean square error is obtained, and the range of the better mean square error is expanded to obtain a new ridge parameter K value. method.