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

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

12

1-1 of 1 Editions

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

View A connection between ridge regression estimators and the James-Stein estimator
A connection between ridge regression estimators and the James-Stein estimatorsuggestions for the use of the ridge estimator

Language: eng

Pages: 12

Published In: 1975

Publisher: School of Economic and Financial Studies, Macquarie University