UNBIASED RIDGE ESTIMATION WITH PRIOR INFORMATION AND RIDGE TRACE

被引：21

作者：

CROUSE, RH

JIN, C

HANUMARA, RC

机构：

[1] CENT CONNECTICUT STATE UNIV,DEPT MATH SCI,NEW BRITAIN,CT 06050

[2] UNIV RHODE ISL,DEPT COMP SCI & STAT,KINGSTON,RI 02881

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1995年 / 24卷 / 09期

关键词：

MULTICOLLINEARITY; PRIOR INFORMATION; RIDGE TRACE; MEAN SQUARE ERROR; UNBIASED RIDGE ESTIMATION;

D O I：

10.1080/03610929508831620

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：

A procedure is illustrated to incorporate prior information in the ridge regression model. Unbiased ridge estimators with prior information are defined and a robust estimate of the ridge parameter if is proposed.

引用

页码：2341 / 2354

页数：14

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