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Generalized ridge shrinkage estimation in restricted linear model - MaRDI portal

Generalized ridge shrinkage estimation in restricted linear model

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Publication:6567454

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DOI10.1007/s00180-023-01357-1MaRDI QIDQ6567454

Feng Qian, Rong Chen, Ling Wang

Publication date: 5 July 2024

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

multicollinearity Pitman closeness criterion mean square error criterion restricted least squares restricted generalized ridge shrinkage estimator

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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