On small sample properties of the almost unbiased generalized ridge estimator (Q3750833)
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scientific article; zbMATH DE number 3988517
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| English | On small sample properties of the almost unbiased generalized ridge estimator |
scientific article; zbMATH DE number 3988517 |
Statements
On small sample properties of the almost unbiased generalized ridge estimator (English)
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1986
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relative efficiency
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bias reduction
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domination
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small sample properties
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almost unbiased generalized ridge estimator
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exact first two moments
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AUGRE
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mean square error
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0.9007530808448792
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0.8357609510421753
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0.8120343089103699
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0.805162250995636
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0.8038085103034973
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