A new estimator combining the ridge regression and the restricted least squares methods of estimation
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Publication:4202715
DOI10.1080/03610929208830893zbMath0774.62074MaRDI QIDQ4202715
Publication date: 14 November 1993
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929208830893
mean square error; multicollinearity; ordinary least squares estimator; ordinary ridge regression estimator; restricted least squares; restricted ridge regression estimator; sampling variances
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
62F10: Point estimation
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