Restricted ridge estimation.
type: Item
instance of: scholarly article
title: Restricted ridge estimation.
zbMATH Open document ID: 1116.62368
published in: Statistics \& Probability Letters
publication date: 2004-02-14T00:00:00Z
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 2041575
zbMATH Keywords: Least squares
zbMATH Keywords: Linear restrictions
zbMATH Keywords: Matrix risk
zbMATH Keywords: Ridge estimator
zbMATH Keywords: Shrinkage
author: Jürgen Gross
MaRDI profile type: Publication
full work available at URL: j.spl.2003.07.005
OpenAlex ID: W2164203447
cites work: Q3318902
cites work: Q3349811
cites work: The Minimum Mean Square Error Linear Estimator and Ridge Regression
cites work: Q4113269
cites work: Ridge Regression: Applications to Nonorthogonal Problems
cites work: Ridge regression:some simulations
cites work: Mean squared error comparisons of the modified ridge regression estimator and iiie restricted ridge regression estimator
cites work: Performance of some new preliminary test ridge regression estimators and their properties
cites work: A new estimator combining the ridge regression and the restricted least squares methods of estimation
cites work: Good ridge estimators based on prior information
DOI: 10.1016/J.SPL.2003.07.005
description: scientific article; zbMATH DE number 2041575