On necessary and sufficient condition for superiority of ridge estimator over least squares estimator

DOI10.1007/BF02924527zbMath0649.62062MaRDI QIDQ3795082

J. S. Chawla

Publication date: 1988

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

least squares estimatornecessary and sufficient conditionridge estimatormatrix mean square errormultiple linear regression model

Mathematics Subject Classification ID

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

Related Items (2)

A Note on a Commonly Used Ridge Regression Monte Carlo Design ⋮ Mean squared error matrix comparisons between biased estimators — An overview of recent results

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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