An optimal property of the “(r,k ) class estimators”

DOI10.1080/03610929008830261zbMath0900.62366OpenAlexW2062551408MaRDI QIDQ3135296

José Raúl Martínez

Publication date: 17 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929008830261

Mathematics Subject Classification ID

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

Related Items (1)

\(r-k\) class estimation in regression model with concomitant variables

Cites Work

• A note on combining ridge and principal component regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation

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