Mean Squared Error Properties of Generalized Ridge Estimators
推导并比较了多种广义岭回归估计量的均方误差,在特定回归模型中评估其表现,并讨论了广义岭估计量的潜力。
Abstract Mean squared errors are derived and examined for a number of generalized ridge (GR) regression estimators, and the estimators are compared in a number of specific regression models. The potential of GR estimators is discussed.