Generalized multivariate ridge regression estimate and criteria Q(c) for choosing matrix \(K^*\)

DOI10.1007/BF02451222zbMath0795.62064MaRDI QIDQ1261506

Shiji Chen, Zhi-Bin Zeng

Publication date: 15 September 1994

Published in: Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

zbMATH Keywords

mean square errormulticollinearityleast squares estimategeneralized ridge estimateMSE criterionridge parameter matrixstandard multivariate linear regression model

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Cites Work

• Unnamed Item
• Adaptive multivariate ridge regression
• On multivariate ridge regression
• Explicit and Constrained Generalized Ridge Estimation
• A Comparison of Ridge Estimators

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