YAN Liqing, WANG Songgui, . FINITE-SAMPLE PROPERTIES OF AN ADATIVE RIDFE ESTIMATOR[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(2): 194-201.
Citation: YAN Liqing, WANG Songgui, . FINITE-SAMPLE PROPERTIES OF AN ADATIVE RIDFE ESTIMATOR[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(2): 194-201.
shu

FINITE-SAMPLE PROPERTIES OF AN ADATIVE RIDFE ESTIMATOR

    Graphical Abstract
    • Abstract
  • By using a directed method, we obtained the exact biase and mean squared error of an adaptive ridge estimator in linear regreseional model, and got the sufficient condition under which the ridge estimator is uniformly better than the least squared estimator in rense of MSE.
    • FullText(HTML)
  • loading
    • References (0)
    • Related Articles

Catalog

    Turn off MathJax
    Article Contents

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return