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均方误差的推广及其在岭回归中的应用
There is a typographical error in equation (5.3) on p~67.The correct version of (5.3) is:This error does not affect the rest of the paper. Generalizations of Mean Square Error Applied to Ridge Regression
《一个不等式及其在多元分析中的应用》勘误
I am grateful to Professor W. Kristof for pointing out two errors in my paper. In the Corollary to Theorem 1, D should be definite, and in Theorem 2, D+U should be definite. These conditions are satisfied in the applications given. The inequality of Theorem 1 is similar to a result presented by von Neumann (1937). Kristof (1970) gives a generalization of this and some applications in psychometrics. On page 466, line 13 should read The additional references are: KRISTOF, W.…
一个不等式及其在多元分析中的应用
An inequality for the trace of the product of two symmetric matrices can be used to simplify the proofs of a number of results in multivariate analysis. This is illustrated on two problems: estimating the parametere of a multivariate normal population, and estimating a system of linear functional relationships between the mean vectors of k multivariate normal populations with the same dispersion matrix. A new result is proved for the corresponding structural relationship…
均方误差的推广及其在岭回归中的应用
Summary Hoerl and Kennard (1970) have proposed a method of estimation for multiple regression problems which involves adding small positive quantities to the diagonal of XT X. They use a type of mean square error to justify the procedure. This paper considers some generalizations of mean square error and provides a stronger defence of the method.