A new stochastic mixed ridge estimator in linear regression model
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Publication:451396
DOI10.1007/s00362-008-0169-5zbMath1247.62179MaRDI QIDQ451396
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
mean squared error matrix; ordinary mixed estimator; ordinary ridge estimator; stochastic mixed ridge estimator
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
62F30: Parametric inference under constraints
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