A Note on Prediction Error with Collinearity

DOI10.1081/STA-200052114zbMath1062.62119OpenAlexW2079081052MaRDI QIDQ4678839

Wenjiang J. Fu

Publication date: 23 May 2005

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

Full work available at URL: https://doi.org/10.1081/sta-200052114

zbMATH Keywords

prediction errorleast-squares estimatorcollinearity

Mathematics Subject Classification ID

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

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