The Minimum Mean Square Error Linear Estimator and Ridge Regression

Cited In (36)

Optimal weighting of a priori statistics in linear estimation theory
Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors
Some properties of a class of biased regression estimators
Double \(k\)-class estimators in regression models with non-spherical disturbances
Risk comparison of improved estimators in a linear regression model with multivariate \(t\) errors under balanced loss function
Selection buasubg parameters in adaptive ridge regression estimators
On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated
Model selection strategies for identifying most relevant covariates in homoscedastic linear models
MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms
PMSE performance of two different types of preliminary test estimators under a multivariate t error term
MSE performance of a heterogeneous pre-test estimator
Minimum mean squared error estimation of each individual coefficient in a linear regression model
MSE performance of the weighted average estimators consisting of shrinkage estimators
Minimum mean square error estimation in linear regression
Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function
Minimum mean-squared error estimation in linear regression with an inequality constraint
MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression
Restricted ridge estimation.
Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses
An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression
An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss
Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression
A note on Krafft's maximin linear estimator for linear regression parameters
A comparison of biased regression estimators using a pitman nearness criterion
The optimal extended balanced loss function estimators
A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model
Goodness of fit for generalized shrinkage estimation
ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION
MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated
A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators
Comparison of biasing parameter computational techniques in ridge-type estimation
Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted
Risk performance of some shrinkage estimators
Pre-test double \(k\)-class estimators in linear regression
Three theorems with applications to Euclidean distance matrices
MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression

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