A Ridge Estimator Whose MSE Dominates OLS

DOI10.2307/2526336zbMath0407.62042OpenAlexW2053728743MaRDI QIDQ4194309

H. D. Vinod

Publication date: 1978

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526336

zbMATH Keywords

Mean Squared ErrorRidge RegressionOrdinary Least Squares EstimatorRidge EstimatorModified Bhattacharya EstimatorStein Estimator

Mathematics Subject Classification ID

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

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Large sample asymptotic properties of the double k-class estimators in linear regression models ⋮ The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator

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