Good and optimal ridge estimators
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Publication:1249011
DOI10.1214/aos/1176344314zbMath0384.62059OpenAlexW2081285875MaRDI QIDQ1249011
Publication date: 1978
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344314
Related Items (9)
A test of the mean square error criterion for linear admissible estimators ⋮ The restricted least squares estimator and ridge regression ⋮ Generalized ridge regression, least squares with stochastic prior information, and Bayesian estimators ⋮ On a relationship between minimax-linear and admissible estimators in linear regression ⋮ A comparison of biased regression estimators using a pitman nearness criterion ⋮ Comparison of regression estimators using Pitman measures of nearness. ⋮ An improved model averaging scheme for logistic regression ⋮ A Note on Superiority Comparisons of Homogeneous Linear Estimators ⋮ Minimum mean square error estimation in linear regression
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