Predictive efficiency of ridge regression estimator
نویسندگان
چکیده
منابع مشابه
Generalized Ridge Regression Estimator in Semiparametric Regression Models
In the context of ridge regression, the estimation of ridge (shrinkage) parameter plays an important role in analyzing data. Many efforts have been put to develop skills and methods of computing shrinkage estimators for different full-parametric ridge regression approaches, using eigenvalues. However, the estimation of shrinkage parameter is neglected for semiparametric regression models. The m...
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ژورنال
عنوان ژورنال: YUJOR
سال: 2017
ISSN: 0354-0243,1820-743X
DOI: 10.2298/yjor170114014t