scientific article; zbMATH DE number 3963013

MaRDI QIDQ3730869zbMATH OpenFDO

Authors Dietrich Trenkler

Publication date 1986

zbMATH Keywords

adaptive estimatorsgeneralized ridge estimatorsleast squares estimatorlinear modelridge tracesimulation studystability

Mathematics Subject Classification ID

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

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Cited in

(5)

• Estimation of the signal-to-noise in the linear regression model
• Variations on ridge traces in regression
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• The general linear test in the ridge regression
• Comparison of regression estimators using Pitman measures of nearness.

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