A note on combining ridge and principal component regression

作者: Masuo Nomura , Tsuneharu Ohkubo

DOI: 10.1080/03610928508829057

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摘要: Baye and Parker (1984) proposed the r-k class estimator. The purpose of this note is to deal with comparisons among estimators in terms mean square error criterion.

参考文章(4)
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C. M. Theobald, Generalizations of Mean Square Error Applied to Ridge Regression Journal of the Royal Statistical Society: Series B (Methodological). ,vol. 36, pp. 103- 106 ,(1974) , 10.1111/J.2517-6161.1974.TB00990.X
Arthur E. Hoerl, Robert W. Kennard, Ridge Regression: Biased Estimation for Nonorthogonal Problems Technometrics. ,vol. 12, pp. 55- 67 ,(1970) , 10.1080/00401706.1970.10488634