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Some properties of generalized ridge estimators

 

作者: William J. Hemmerle,   Michele Boulanger Carey,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1983）
卷期: Volume 12, issue 3  

页码: 239-253

 

ISSN:0361-0918

 

年代: 1983

 

DOI:10.1080/03610918308812316

 

出版商: Marcel Dekker, Inc.

 

关键词: generalized ridge regression;properties of estimators;efficiency of estimators

 

数据来源: Taylor

 

摘要:

Exact expressions, in the form of infinite series expansions, are given for the first and second moments of two well known generalized ridge estimators. These series expansions are then evaluated using recursive formulas and computations are verified using approximations. Results are presented for the relative mean square error and bias of these estimators as well as their relative efficiency with respect to least squares.

 

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