Art
J-GLOBAL ID：200902190582657799
Reference number：00A0622257
Relative efficiency of the expanded double f-class generalized ridge estimators.
拡張二重f級一般化リッジ推定量の相対効率
Author (1)：
Material：
Volume：
30
Issue：
1
Page：
89-104
Publication year：
Jun. 2000
JST Material Number：
L2452A
ISSN：
0389-5602
Document type：
Article
Country of issue：
Japan (JPN)
Language：
ENGLISH (EN)
Reference (15)：
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[1] Dwivedi, T.D., Srivastava, V.K. and Hall, R.L. (1980). Finite sample properties of ridge estimators. Technometrics, 22, 205-212.
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[2] Gruber, M.H.J. (1998). Improving efficiency by shrinkage: the James-Stein and ridge regression estimators, Marcel Dekker, New York.
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[3] Hoerl, A.E. and Kennard, R.W. (1970). Ridge regression: biased estimation for nonorthogonal problems. Technometrics, 12, 55-67.
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[4] Inoue, T. (1988). An expansion of the generalized Ridge estimator in a liner regression model. Journal of the Japan Statistical Society, 18 (2), 131-140.
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[5] Inoue, T. (1993). Shrinkage regression predictors for prediction area different from sample area. Journal of the Japan Statistical Society, 23 (2), 183-199.
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