Ridge regression versus ols by pitman's closeness under quadratic and fisher's loss

DOI10.1080/03610929108830725zbMath0800.62414OpenAlexW2057035259MaRDI QIDQ3135542

Alberto Gandolfi, Alessandro Bertuzzi

Publication date: 11 October 1993

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

Full work available at URL: https://doi.org/10.1080/03610929108830725

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (4)

A Summary of Some Research on PC and Bayesian PC Criterion in China ⋮ A Note on Comparison of (Non) Linear Estimators Using Pitman's Measure of Closeness ⋮ Comparison of regression estimators using Pitman measures of nearness. ⋮ Pitman Closeness in Classes of General Pre-Test Estimators and Regression Estimators

Cites Work

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• The Stein paradox in the sense of the Pitman measure of closeness
• On the inadmssibelity of ridge estimator in a linear model
• Comparison of Linear Estimators Using Pitman's Measure of Closeness
• Ridge Regression and James-Stein Estimation: Review and Comments
• The pitman nearness criterion and its determination
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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