A class of generalized ridge estimators

DOI10.1080/03610918.2016.1144765MaRDI QIDQ4593837zbMATH OpenOpenAlexFDO

Authors Satish Bhat, Vidya Raju

Publication date 15 November 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2016.1144765

zbMATH Keywords

Monte Carlo simulationMSEmulticollinearityridge parameterridge regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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