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

DOI10.1080/03610928808829870zbMATH Open0696.62292OpenAlexW2013114841MaRDI QIDQ3474077FDOQ3474077

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

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• scientific article; zbMATH DE number 4066172

zbMATH Keywords

ridge regressionlinear regression modelprior informationmean square error matrices

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (5)

• Influence in the elliptical modified ridge regression
• A generalization and Bayesian interpretation of ridge-type estimators with 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
• A ridge-type estimator and good prior means

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