A new stochastic mixed ridge estimator in linear regression model

DOI10.1007/s00362-008-0169-5zbMath1247.62179OpenAlexW2070983030MaRDI QIDQ451396

Hu Yang, Yalian Li

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-008-0169-5

zbMATH Keywords

mean squared error matrixordinary mixed estimatorordinary ridge estimatorstochastic mixed ridge estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

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