EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION
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Publication:3685029
DOI10.1111/j.1467-842X.1984.tb00456.xzbMath0568.62066MaRDI QIDQ3685029
David E. A. Giles, Virendra K. Srivastava
Publication date: 1984
Published in: Australian Journal of Statistics (Search for Journal in Brave)
preliminary test; least squares estimate; biased estimation; orthogonal regressors; exact finite-sample bias and mean squared error; pre-test regression estimator; ridge regression estimate
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
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