Further Results on the Mean Square Error of Ridge Regression
Author:
Affiliation:
1. University of Manchester
Publisher
Wiley
Subject
Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.2517-6161.1976.tb01588.x/fullpdf
Reference3 articles.
1. Some comments on estimation in regression after preliminary tests of significance;Bock;J. Econometr.,1973
2. Generalizations of mean square error applied to ridge regression;Theobald;J. R. Statist. Soc. B,1974
3. A test of the mean square error criterion for restrictions in linear regression;Toro-Vizcarrondo;J. Amer. Statist. Ass.,1968
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