自适应岭回归估计中偏置参数的选择

Selection buasubg parameters in adaptive ridge regression estimators

Econometric Reviews · 1992
被引 1
人大 A-ABS 3

中文导读

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。

Abstract

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.

自适应岭回归岭参数选择偏差向量均方误差矩阵