Invariance of estimation methods for the linear model

DOI10.1080/0020739890200117zbMath0666.62067OpenAlexW2036983636MaRDI QIDQ3817467

G. W. Cran

Publication date: 1989

Published in: International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0020739890200117

zbMATH Keywords

invarianceridge regressionJames-Stein estimationprincipal components regressionlocation/scale transformation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Cites Work

• Estimation of the constant term when using ridge regression
• A Robust Method for Multiple Linear Regression
• Ridge regression:some simulations
• Centering and Scaling in Ridge Regression
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
• Improved Estimators for Coefficients in Linear Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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