More on the unbiased ridge regression estimation

DOI10.1007/s00362-014-0637-zzbMath1364.62190MaRDI QIDQ259652

Hu Yang, Jibo Wu

Publication date: 18 March 2016

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-014-0637-z

zbMATH Keywords

mean squared error; ordinary least squares estimator; Pitman's closeness criterion; unbiased ridge estimator

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

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