Some remarks on a ridge-type-estimator and good prior means

DOI10.1080/03610928808829870zbMath0696.62292OpenAlexW2013114841MaRDI QIDQ3474077

Götz Trenkler

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/03610928808829870

zbMATH Keywords

ridge regressionprior informationlinear regression modelmean square error matrices

Mathematics Subject Classification ID

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

Related Items

A generalization and Bayesian interpretation of ridge-type estimators with good prior means ⋮ On the Performance of the Jackknifed Modified Ridge Estimator in the Linear Regression Model with Correlated or Heteroscedastic Errors ⋮ Influence in the Elliptical Modified Ridge Regression ⋮ Assessing global influential observations in modified ridge regression

Cites Work

• A Note on Superiority Comparisons of Homogeneous Linear Estimators
• A ridge-type estimator and good prior means
• Good ridge estimators based on prior information
• A theorem on the difference of the generalized inverses of two nonnegative matrices