EXACT MOMENTS OF FEASIBLE GENERALIZED RIDGE REGRESSION ESTIMATOR AND NUMERICAL EVALUATIONS

DOI10.5183/jjscs1988.21.1zbMath1261.62066OpenAlexW2006616852MaRDI QIDQ4916877

Masayuki Jimichi

Publication date: 26 April 2013

Published in: Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5183/jjscs1988.21.1

zbMATH Keywords

ordinary least squares estimatorexact momentsmean squared error criteriageneralized ridge regression estimatorfeasible generalized ridge regression estimator

Mathematics Subject Classification ID

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

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