A note on general ridge estimator

DOI10.1080/03610928808829652zbMath0664.62069OpenAlexW1965651498MaRDI QIDQ3814586

J. S. Chawla

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/03610928808829652

zbMATH Keywords

least squares estimatormatrix mean square errorgeneral ridge estimator

Mathematics Subject Classification ID

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

Related Items (3)

Mean squared error matrix comparisons between biased estimators — An overview of recent results ⋮ A note on ridge regression ⋮ Small sample properties of a ridge regression estimator when there exist omitted variables

Cites Work

• An Explicit Solution for Generalized Ridge Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems

This page was built for publication: A note on general ridge estimator