A Stein rule estimator which shrinks towards the ridge regression estimator

DOI10.1016/0165-1765(92)90211-GzbMath0769.62047OpenAlexW2066539450MaRDI QIDQ1801815

Stephen I. Harewood

Publication date: 8 August 1993

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(92)90211-g

zbMATH Keywords

dominationordinary least squares estimatorrisk functionridge regression estimatorrisk performanceStein rule estimatorstochastic linear hypothesis estimator

Mathematics Subject Classification ID

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

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
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