A further theoretical result for generalized ridge regression estimators

DOI10.1016/0165-1765(88)90028-6zbMath1328.62464OpenAlexW2023620370MaRDI QIDQ900068

Jeffrey Pliskin

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(88)90028-6

Mathematics Subject Classification ID

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

Related Items (1)

Some strong consistency results in stochastic regression

Cites Work

• Some theoretical results for generalized ridge regression estimators
• Good ridge estimators based on prior information
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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