FINITE-SAMPLE PROPERTIES OF RIDGE ESTIMATORS

被引:31
作者
DWIVEDI, TD [1 ]
SRIVASTAVA, VK [1 ]
HALL, RL [1 ]
机构
[1] UNIV LUCKNOW,DEPT STAT,LUCKNOW 226007,UTTAR PRADESH,INDIA
关键词
D O I
10.2307/1268460
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:205 / 212
页数:8
相关论文
共 2 条
[1]   RIDGE REGRESSION - BIASED ESTIMATION FOR NONORTHOGONAL PROBLEMS [J].
HOERL, AE ;
KENNARD, RW .
TECHNOMETRICS, 1970, 12 (01) :55-&
[2]   RIDGE ANALYSIS FOLLOWING A PRELIMINARY TEST OF SHRUNKEN HYPOTHESIS [J].
OBENCHAIN, RL .
TECHNOMETRICS, 1975, 17 (04) :431-441