An information criterion for normal regression estimation

DOI10.1016/0167-7152(91)90127-DzbMath0712.62062OpenAlexW1999308813MaRDI QIDQ749120

D. V. Gokhale, Ehsan S. Soofi

Publication date: 1991

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90127-d

zbMATH Keywords

ridge regressionleast squaresinformation criteriontransformation matrixdiscrimination information approachKullback-Leibler functionlinear transform estimatespredictive mean squared error

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Statistical aspects of information-theoretic topics (62B10) Diagnostics, and linear inference and regression (62J20)

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