UNBIASED RIDGE ESTIMATION WITH PRIOR INFORMATION AND RIDGE TRACE

被引：21
作者：
CROUSE, RH
JIN, C
HANUMARA, RC
机构：
[1] CENT CONNECTICUT STATE UNIV,DEPT MATH SCI,NEW BRITAIN,CT 06050
[2] UNIV RHODE ISL,DEPT COMP SCI & STAT,KINGSTON,RI 02881
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1995年 / 24卷 / 09期
关键词：
MULTICOLLINEARITY; PRIOR INFORMATION; RIDGE TRACE; MEAN SQUARE ERROR; UNBIASED RIDGE ESTIMATION;
D O I：
10.1080/03610929508831620
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A procedure is illustrated to incorporate prior information in the ridge regression model. Unbiased ridge estimators with prior information are defined and a robust estimate of the ridge parameter if is proposed.
引用
收藏
页码：2341 / 2354
页数：14
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