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

MaRDI QIDQ3577679zbMATH OpenFDO

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

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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