IMPROVING THE 'HKB' ORDINARY TYPE RIDGE ESTIMATOR

DOI10.14490/jjss1995.31.67zbMath1037.62061OpenAlexW2053070008MaRDI QIDQ2762249

Takakatsu Inoue

Publication date: 2001

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss1995.31.67

zbMATH Keywords

ridge regressionpredictive mean squared errorpositive-part Stein-rule estimatorHKB estimatorMSE dominance condition

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (5)

Adaptive unified biased estimators of parameters in linear model ⋮ Improving the estimators of the parameters of a probit regression model: a ridge regression approach ⋮ Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model ⋮ Improved ridge regression estimators for the logistic regression model ⋮ On Liu-type biased estimators in measurement error models

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