MSE EVALUATION OF RIDGE ESTIMATORS BASED ON STOCHASTIC PRIOR INFORMATION

被引：3

作者：

FOMBY, TB ^{[1
]}

机构：

[1] SO METHODIST UNIV,DEPT ECON,DALLAS,TX 75222

来源：

COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS | 1977年 / 6卷 / 13期

关键词：

D O I：

10.1080/03610927708827568

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1245 / 1258

页数：14

共 23 条

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[4]

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[6] RIDGE REGRESSION - APPLICATIONS TO NONORTHOGONAL PROBLEMS [J].

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KENNARD, RW .

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[7] RIDGE REGRESSION - BIASED ESTIMATION FOR NONORTHOGONAL PROBLEMS [J].

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KENNARD, RW .

TECHNOMETRICS, 1970, 12 (01) :55-&

[8] BAYESIAN VIEW ON RIDGE REGRESSION [J].

HSIANG, TC .

STATISTICIAN, 1975, 24 (04) :267-268

[9]

JUDGE GG, 1973, J ECONOMETRICS, V1, P29

[10]

LINDQUIST NG, 1972, ACTA PHARMACOL TOX, V31, P1

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