On the inadmssibelity of ridge estimator in a linear model

DOI10.1080/03610928908830110zbMATH Open0696.62291OpenAlexW2057561254MaRDI QIDQ3474076FDOQ3474076

Authors:

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/03610928908830110

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zbMATH Keywords

ridge regressionmean squared errorordinary least squares estimatorloss functionsPitman nearness

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)

Cites Work

• The pitman nearness criterion and its determination
• Title not available (Why is that?)

Cited In (7)

• Performance of the principal component two-parameter estimator in misspecified linear regression model
• Ridge regression versus ols by pitman's closeness under quadratic and fisher's loss
• Admissibility and unbiasedness of the ridge classification rules for two normal populations with equal co variance matrices
• Further research on the principal component two-parameter estimator in linear model
• Superiority of ther–kClass Estimator Over Some Estimators In A Linear Model
• Comparison of estimators of the location parameter using pitman's closeness criterion
• Superiority of the r-k class estimator over some estimators in a misspecified linear model

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