A connection between ridge regression estimators and the James-Stein estimator

An edition of A connection between ridge regression estimators and the James-Stein estimator (1975)

A connection between ridge regression estimators and the James-Stein estimator

suggestions for the use of the ridge estimator

By H. M. Hudson

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Publish Date

1975

Publisher

School of Economic and Financial Studies, Macquarie University

Language

eng

Pages

Description:

subjects: Estimation theory, Ridge regression (Statistics), Statistical decision