Research Article
A New Type Iterative Ridge Estimator: Applications and Performance Evaluations
| (1) | The tolerance value set to Tol = 10−6. | | (2) | Let and . | | (3) | Calculate that are canonical ridge estimates for , | | | | | (4) | Let . | | (5) | If Tol, then go to 9; else 6. | | (6) | If , then and . | | (7) | If , then and . | | (8) | Go to 3 | | (9) | If , then else . |
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