Improving efficiency of the HKB ordinary type ridge estimator

DOI10.14490/JJSS1995.30.237zbMATH Open0983.62038OpenAlexW2061514499MaRDI QIDQ2767523FDOQ2767523

Authors: Takakatsu Inoue 

Publication date: 25 April 2002

Published in: Journal of the Japan Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss1995.30.237

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zbMATH Keywords

ridge regressionpredictive mean squared errorpositive-part Stein-rule estimatorHKB estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (2)

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• Improving the `HKB' ordinary type ridge estimator

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