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

From MaRDI portal





scientific article; zbMATH DE number 1687413
Language Label Description Also known as
English
Improving the `HKB' ordinary type ridge estimator
scientific article; zbMATH DE number 1687413

    Statements

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

    Identifiers