A comparison of biased regression estimators using a pitman nearness criterion
DOI10.1080/00949659008811208zbMath0726.62117OpenAlexW2136220334MaRDI QIDQ3350544
J. Michael Hardin, Michael D. Conerly
Publication date: 1990
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659008811208
James-Stein estimatorridge regressionPitman measure of closenessprincipal components regressiongeneralized principal components estimatorBiased regression estimators
Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
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Cites Work
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