A note on adaptive generalized ridge regression estimator

DOI10.1016/0167-7152(90)90106-HzbMath0698.62070OpenAlexW2045729362MaRDI QIDQ912547

Song-Gui Wang, Shein-Chung Chow

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90106-h

zbMATH Keywords

mean squared errorleast squares estimatorcanonical formadaptive generalized ridge estimatorsridge parameters

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (3)

Adaptive unified biased estimators of parameters in linear model ⋮ James-stein estimation with constraints on the norm ⋮ Temperature prediction at critical points in district heating systems

Cites Work

• Ridge Regression and James-Stein Estimation: Review and Comments
• Minimax Adaptive Generalized Ridge Regression Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Comparison of k-Class Estimators When the Disturbances Are Small
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