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Generalizations of Mean Square Error Applied to Ridge Regression

  • Published:1974-09 Issue:1 Volume:36 Page:103-106
  • ISSN:0035-9246
  • Container-title:Journal of the Royal Statistical Society: Series B (Methodological)
  • language:en
  • Short-container-title:Journal of the Royal Statistical Society: Series B (Methodological)

Author:

Theobald C. M.1

Affiliation:

1. University of Bath

Publisher

Wiley

Subject

Statistics and Probability

Reference6 articles.

1. An application of the Rao-Blackwell theorem in preliminary test estimators;Arnold;J. Multiv. Anal.,1972

2. The logic of least squares;Barnard;J. R. Statist. Soc. B,1963

3. Ridge regression : biased estimation for non-orthogonal problems;Hoerl;Technometrics,1970

4. Optimal experimental designs;Karlin;Ann. Math. Statist.,1966

5. Discussion of a paper by D. V. Lindley and A. F. M. Smith;Nelder;J. R. Statist. Soc. B,1972

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