A NOTE ON ADAPTIVE GENERALIZED RIDGE-REGRESSION ESTIMATOR

被引：0
作者：
WANG, SG [1 ]
CHOW, SC [1 ]
机构：
[1] BRISTOL MYERS SQUIBB CO, DEPT BIOSTAT, EVANSVILLE, IN 47721 USA
来源：
STATISTICS & PROBABILITY LETTERS | 1990年 / 10卷 / 01期
基金：
中国国家自然科学基金;
关键词：
canonical form; least squares estimator (LSE); mean sequared error (MSE); Ridge estimator; ridge parameter;
D O I：
10.1016/0167-7152(90)90106-H
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：
The problem of estimating parameters in a linear regression model is considered. A class of adaptive generalized ridge estimator is proposed. It is shown that the proposed estimator has smaller mean squared error than the least squares estimator under some mild conditions on the constants that involved in the ridge parameters. © 1990.
引用
收藏
页码：17 / 21
页数：5
相关论文
共 9 条
1