A new class of blased estimate in linear regression
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Publication:4275157
DOI10.1080/03610929308831027zbMath0784.62065OpenAlexW2314246804MaRDI QIDQ4275157
Publication date: 23 January 1994
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929308831027
simulationmean squared errormulticollinearityleast squares estimatebiased estimatesStein estimateridge estimates
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Cites Work
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- A Monte Carlo Evaluation of Some Ridge-Type Estimators
- Ridge regression iterative estimation of the biasing parameter
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge Regression: Applications to Nonorthogonal Problems
- Some Comments on C P
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