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On exact small sample properties of the minimax generalized ridge regression estimators

 

作者: Masuo Nomura,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1988）
卷期: Volume 17, issue 4  

页码: 1213-1229

 

ISSN:0361-0918

 

年代: 1988

 

DOI:10.1080/03610918808812722

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

The purpose of this paper is to compare sampling performance of the minimax generalized ridge regression estimators considered by Casella (1985) with that of ordinary least squares estimator by numerical calculations of exact mean squared error of these estimators.

 

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