A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators
Author:
Affiliation:
1. Department of Statistics, Çukurova University, Adana, Turkey
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2021.1934032
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1. Minimax Estimators of the Mean of a Multivariate Normal Distribution
2. The Minimum Mean Square Error Linear Estimator and Ridge Regression
3. Linear Regression
4. Performance of Some New Ridge Regression Estimators
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