Selection buasubg parameters in adaptive ridge regression estimators
研究了Strawderman回归估计族中偏置参数的选择问题,通过计算偏差向量和均方误差矩阵来指导参数选取。
Strawderman's family of regression estimators is considered. The choice of the scalars wbich characterize the biasing parameter is studied by obtaining the bias vector and the mean squared error matrix.