MSE Performance of a Heterogeneous Pre-Test Ridge Regression Estimator

DOI10.1080/03610926.2010.549990zbMath1319.62147MaRDI QIDQ3168561

Akio Namba, Kazuhiro Ohtani

Publication date: 31 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.549990

zbMATH Keywords

pre-test estimator; ridge regression estimator

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

Cites Work

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• A note on the moments of stochastic shrinkage parameters in ridge regression