Improved ridge estimators in a linear regression model

DOI10.1080/02664763.2012.740623OpenAlexW1977871022MaRDI QIDQ5128900

Zhenfeng Yu, Feng Gao, Xu-Qing Liu

Publication date: 26 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2012.740623

zbMATH Keywords

singular value decompositionlinear regressionMSEPRESSimproved ridge estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cites Work

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• Ridge Regression: Applications to Nonorthogonal Problems
• Mean Square Error of Prediction as a Criterion for Selecting Variables