A new class of blased estimate in linear regression

DOI10.1080/03610929308831027zbMath0784.62065MaRDI 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

zbMATH Keywords

simulation; mean squared error; multicollinearity; least squares estimate; biased estimates; Stein estimate; ridge estimates

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

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