A Generalized Diagonal Ridge-type Estimator in Linear Regression

DOI10.1080/03610926.2012.670354zbMath1462.62445OpenAlexW2070787288MaRDI QIDQ5419355

Feibao Liang, Yi-Xin Lan

Publication date: 6 June 2014

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

Full work available at URL: https://doi.org/10.1080/03610926.2012.670354

zbMATH Keywords

consistencymean square errorlinear regressionadmissibilitygeneralized diagonal ridge-type estimator

Mathematics Subject Classification ID

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

Cites Work

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• Regression Analysis by Example
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• Improvement of the Liu Estimator in Weighted Mixed Regression

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