On the inadmssibelity of ridge estimator in a linear model
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Publication:3474076
DOI10.1080/03610928908830110zbMath0696.62291OpenAlexW2057561254MaRDI QIDQ3474076
No author found.
Publication date: 1989
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928908830110
Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)
Related Items (6)
Superiority of ther–kClass Estimator Over Some Estimators In A Linear Model ⋮ Performance of the principal component two-parameter estimator in misspecified linear regression model ⋮ Further research on the principal component two-parameter estimator in linear model ⋮ Superiority of the r-k class estimator over some estimators in a misspecified linear model ⋮ Comparison of estimators of the location parameter using pitman's closeness criterion ⋮ Ridge regression versus ols by pitman's closeness under quadratic and fisher's loss
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