A note on adaptive generalized ridge regression estimator
Publication
, Journal Article
Wang, SG; Chow, SC
Published in: Statistics and Probability Letters
January 1, 1990
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.
Duke Scholars
Published In
Statistics and Probability Letters
DOI
ISSN
0167-7152
Publication Date
January 1, 1990
Volume
10
Issue
1
Start / End Page
17 / 21
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics
- 0102 Applied Mathematics
Citation
APA
Chicago
ICMJE
MLA
NLM
Wang, S. G., & Chow, S. C. (1990). A note on adaptive generalized ridge regression estimator. Statistics and Probability Letters, 10(1), 17–21. https://doi.org/10.1016/0167-7152(90)90106-H
Wang, S. G., and S. C. Chow. “A note on adaptive generalized ridge regression estimator.” Statistics and Probability Letters 10, no. 1 (January 1, 1990): 17–21. https://doi.org/10.1016/0167-7152(90)90106-H.
Wang SG, Chow SC. A note on adaptive generalized ridge regression estimator. Statistics and Probability Letters. 1990 Jan 1;10(1):17–21.
Wang, S. G., and S. C. Chow. “A note on adaptive generalized ridge regression estimator.” Statistics and Probability Letters, vol. 10, no. 1, Jan. 1990, pp. 17–21. Scopus, doi:10.1016/0167-7152(90)90106-H.
Wang SG, Chow SC. A note on adaptive generalized ridge regression estimator. Statistics and Probability Letters. 1990 Jan 1;10(1):17–21.
Published In
Statistics and Probability Letters
DOI
ISSN
0167-7152
Publication Date
January 1, 1990
Volume
10
Issue
1
Start / End Page
17 / 21
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics
- 0102 Applied Mathematics