On exact small sample properties of the minimax generalized ridge regression estimators

DOI10.1080/03610918808812722zbMath0695.62175OpenAlexW2044096754MaRDI QIDQ3471524

Masuo Nomura

Publication date: 1988

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918808812722

zbMATH Keywords

ordinary least squares estimatorexact mean squared errorminimax generalized ridge regression estimators

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)

Cites Work

• Unnamed Item
• Minimax ridge regression estimation
• Selecting the optimum k in ridge regression
• Ridge Regression in Practice

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