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Improving the `HKB' ordinary type ridge estimator - MaRDI portal

Improving the `HKB' ordinary type ridge estimator (Q2762249)

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scientific article; zbMATH DE number 1687413
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English
Improving the `HKB' ordinary type ridge estimator
scientific article; zbMATH DE number 1687413

    Statements

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    2001
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    ridge regression
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    MSE dominance condition
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    HKB estimator
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    positive-part Stein-rule estimator
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    predictive mean squared error
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    Improving the `HKB' ordinary type ridge estimator (English)
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    Identifiers