Some remarks on a ridge-type-estimator and good prior means

DOI10.1080/03610928808829870MaRDI QIDQ3474077zbMATH OpenOpenAlexFDO

Authors Götz Trenkler

Publication date 1988

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

Full work available at URL https://doi.org/10.1080/03610928808829870

zbMATH Keywords

ridge regressionlinear regression modelprior informationmean square error matrices

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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• scientific article; zbMATH DE number 4066172

Cites work

• A Note on Superiority Comparisons of Homogeneous Linear Estimators
• A ridge-type estimator and good prior means
• A theorem on the difference of the generalized inverses of two nonnegative matrices
• Good ridge estimators based on prior information

Cited in

(5)

• A ridge-type estimator and good prior means
• Assessing global influential observations in modified ridge regression
• On the Performance of the Jackknifed Modified Ridge Estimator in the Linear Regression Model with Correlated or Heteroscedastic Errors
• Influence in the elliptical modified ridge regression
• A generalization and Bayesian interpretation of ridge-type estimators with good prior means

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