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Finite Sample Properties of Ridge Estimators

 

作者: T.D. Dwivedi,   V.K. Srivastava,   R.L. Hall,  

 

期刊: Technometrics  （Taylor Available online 1980）
卷期: Volume 22, issue 2  

页码: 205-212

 

ISSN:0040-1706

 

年代: 1980

 

DOI:10.1080/00401706.1980.10486136

 

出版商: Taylor & Francis Group

 

关键词: Efficiency;Least squares;Ridge estimator

 

数据来源: Taylor

 

摘要:

This paper derives the exact expressions for the first two moments of a generalized ridge estimator employing the initial choice of characterizing scalars as recommended by Hoer1 and Kermard (1970a). A numerical comparison of relative bias, relative mean squared error and efficiency with respect to the ordinary least squares estimator is also presented.

 

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