Covariance structure associated with an equality between two general ridge estimators
Author:
Funder
Japan Society for the Promotion of Science
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-017-0975-8.pdf
Reference16 articles.
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2. Baksalary OM, Trenkler G (2009) A projector oriented approach to the best linear unbiased estimator. Stat Papers 50(4):721–733
3. Frank IE, Friedman JH (1993) A statistical view of some chemometrics regression tools. Technometrics 35(2):109–135
4. Groß J (1997) A note on equality of MINQUE and simple estimator in the general Gauss–Markov model. Stat Prob Lett 35(4):335–339
5. Groß J (1998) On contractions in linear regression. J Stat Plan Inference 74(2):343–351
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