On the euclidean distance between biased estimators

DOI10.1080/03610928408828683zbMath0565.62044OpenAlexW1970368293MaRDI QIDQ3680094

Götz Trenkler, Dietrich Trenkler

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1080/03610928408828683

zbMATH Keywords

ridge regressionmulticollinearityEuclidean distancebiased estimatorsshrunken estimatorsprincipal component estimatorsiteration estimators

Mathematics Subject Classification ID

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

Related Items (1)

Restricted minimum bias linear estimation in regression

Cites Work

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• Generalized mean squared error comparisons of biased regression estimators
• Ridge regression from principal component point of view
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• Linear Statistical Inference and its Applications

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