Generalized ridge shrinkage estimation in restricted linear model

DOI10.1007/S00180-023-01357-1MaRDI QIDQ6567454zbMATH OpenFDO

Authors Feng Qian, Rong Chen, Ling Wang

Publication date 5 July 2024

Published in Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

multicollinearityPitman closeness criterionmean square error criterionrestricted least squaresrestricted generalized ridge shrinkage estimator

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

• scientific article; zbMATH DE number 4043084 (Why is no real title available?)
• scientific article; zbMATH DE number 3443026 (Why is no real title available?)
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• Restricted ridge estimation.
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• The pitman nearness criterion and its determination

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