New approach in biased regression
作者:
E. M. Qannari,
E. Vigneau,
M. Semenou,
期刊:
Journal of Applied Statistics
(Taylor Available online 1997)
卷期:
Volume 24,
issue 6
页码: 647-658
ISSN:0266-4763
年代: 1997
DOI:10.1080/02664769723396
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
An optimization problem which provides a new characterization for ridge regression is discussed. A variant of this optimization problem leads to a new family of biased estimators that includes the Stein estimation method and principal components regression as particular cases. The whole approach is illustrated on the basis of real data sets.
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