scientific article; zbMATH DE number 3909563

zbMATH Open0569.62059MaRDI QIDQ3685874FDOQ3685874

Authors: Dietrich Trenkler, Götz Trenkler 

Publication date: 1984

Title of this publication is not available (Why is that?)

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zbMATH Keywords

general linear modela priori informationMoore Penrose inverseweighted mean square errorheterogeneous ridge estimatorsmatrix transforms of the parameter vectormulticollinearOptimal ridge factors

Mathematics Subject Classification ID

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

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• Best linear estimation via minimization of relative mean squared error
• GENERALIZED RIDGE ESTIMATE OF PARAMETERS IN VARIANCE COMPONENT MODEL
• Minimum mean square error estimation in linear regression
• Minimum mean squared error estimation
• Lesser components and generalized ridge estimation
• On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
• Ridge estimation of transfer function weights
• Ridge estimation in linear models with heteroskedastic errors
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• On the mean squared error of the ridge estimator of the covariance and precision matrix
• The estimation problem of minimum mean squared error

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