SOME PROPERTIES OF GENERALIZED RIDGE ESTIMATORS

被引:7
作者
HEMMERLE, WJ [1 ]
CAREY, MB [1 ]
机构
[1] BELL TEL LABS INC, MURRAY HILL, NJ 07974 USA
关键词
D O I
10.1080/03610918308812316
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
收藏
页码:239 / 256
页数:18
相关论文
共 10 条
[1]  
DAVIS PJ, 1964, HDB MATH FUNCTIONS, P253
[2]   RIDGE REGRESSION AND JAMES-STEIN ESTIMATION - REVIEW AND COMMENTS [J].
DRAPER, NR ;
VANNOSTRAND, RC .
TECHNOMETRICS, 1979, 21 (04) :451-466
[3]   FINITE-SAMPLE PROPERTIES OF RIDGE ESTIMATORS [J].
DWIVEDI, TD ;
SRIVASTAVA, VK ;
HALL, RL .
TECHNOMETRICS, 1980, 22 (02) :205-212
[4]   EXPLICIT SOLUTION FOR GENERALIZED RIDGE REGRESSION [J].
HEMMERLE, WJ .
TECHNOMETRICS, 1975, 17 (03) :309-314
[5]   EXPLICIT AND CONSTRAINED GENERALIZED RIDGE ESTIMATION [J].
HEMMERLE, WJ ;
BRANTLE, TF .
TECHNOMETRICS, 1978, 20 (02) :109-120
[6]   CLASS OF BIASED ESTIMATORS IN LINEAR-REGRESSION [J].
HOCKING, RR ;
SPEED, FM ;
LYNN, MJ .
TECHNOMETRICS, 1976, 18 (04) :425-437
[7]   RIDGE REGRESSION - BIASED ESTIMATION FOR NONORTHOGONAL PROBLEMS [J].
HOERL, AE ;
KENNARD, RW .
TECHNOMETRICS, 1970, 12 (01) :55-&
[8]   RIDGE AND RELATED ESTIMATION PROCEDURES - THEORY AND PRACTICE [J].
LAWLESS, JF .
COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1978, 7 (02) :139-164
[9]   RIDGE ANALYSIS FOLLOWING A PRELIMINARY TEST OF SHRUNKEN HYPOTHESIS [J].
OBENCHAIN, RL .
TECHNOMETRICS, 1975, 17 (04) :431-441
[10]  
Resnikoff G.J., 1957, TABLES NONCENTRAL T