EXACT MOMENTS OF FEASIBLE GENERALIZED RIDGE REGRESSION ESTIMATOR AND NUMERICAL EVALUATIONS
نویسندگان
چکیده
منابع مشابه
Generalized Ridge Regression Estimator in Semiparametric Regression Models
In the context of ridge regression, the estimation of ridge (shrinkage) parameter plays an important role in analyzing data. Many efforts have been put to develop skills and methods of computing shrinkage estimators for different full-parametric ridge regression approaches, using eigenvalues. However, the estimation of shrinkage parameter is neglected for semiparametric regression models. The m...
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ژورنال
عنوان ژورنال: Journal of the Japanese Society of Computational Statistics
سال: 2008
ISSN: 0915-2350,1881-1337
DOI: 10.5183/jjscs1988.21.1