Improving efficiency of the HKB ordinary type ridge estimator

DOI10.14490/JJSS1995.30.237MaRDI QIDQ2767523zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Improving the `HKB' ordinary type ridge estimator
• scientific article; zbMATH DE number 4086800
• scientific article; zbMATH DE number 977880
• Modified ridge regression estimators
• scientific article; zbMATH DE number 4066172

Cited in

(2)

• scientific article; zbMATH DE number 7103319 (Why is no real title available?)
• Improving the `HKB' ordinary type ridge estimator

This page was built for publication: Improving efficiency of the HKB ordinary type ridge estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2767523)