IMPROVING EFFICIENCY OF THE'HKB'ORDINARY TYPE RIDGE ESTIMATOR

DOI10.14490/JJSS1995.30.237zbMath0983.62038OpenAlexW2061514499MaRDI QIDQ2767523

Takakatsu Inoue

Publication date: 25 April 2002

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

Full work available at URL: https://doi.org/10.14490/jjss1995.30.237

zbMATH Keywords

ridge regressionpredictive mean squared errorpositive-part Stein-rule estimatorHKB estimator

Mathematics Subject Classification ID

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

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