Ridge regression estimator: combining unbiased and ordinary ridge regression methods of estimation

zbMATH Open1330.62277MaRDI QIDQ3577679FDOQ3577679

Authors: Feras Sh. Mahmood Batah, S. D. Gore 

Publication date: 22 July 2010

Full work available at URL: http://www.emis.de/journals/SMA/v04/a08.html

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zbMATH Keywords

multicollinearityordinary least squares estimatorunbiased ridge estimatorordinary ridge regression estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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• More on the unbiased ridge regression estimation
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