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广义岭估计量的均方误差性质

Mean Squared Error Properties of Generalized Ridge Estimators

Journal of the American Statistical Association · 1981
被引 10
ABS 4

中文导读

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

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.

计量经济学回归分析统计估计