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Original Articles

The restricted least squares estimator and ridge regression

Pages 191-196 | Published online: 27 Jun 2007

References

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  • Farebrother , R.W. 1976 . Further Results on the Mean Square Error of Ridge Regressi . Journal of the Royal Statistical Society , 38 : 248 – 250 . Series B
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  • Hoerl , A.E. , Kennard , R.W. and Baldwin , K.F. 1975 . Ridge Regression:Some Simulatio . Communications in Statistics , 4 : 105 – 123 .
  • Kuks , J. and Olman , V. 1972 . A Minimax Linear Estimator of Regression Coefficients . Izvestia Akadamii Nauk Estonskoy SSR , 21 : 66 – 72 .
  • Obenchain , R.L. 1978 . Good and Optimal Ridge Estimators . Annals of Statistics , 6 : 1111 – 1121 .
  • Toro-Vizcarrondo , C. and Wallace , T.D. 1968 . A Test of the Mean Square Error Criterion for Restrictions in Linear Regression . Journal of the American Statistical Association , 63 : 558 – 572 .
  • Vinod , H.D. 1976 . Simulation and Extension of a Minimum Mean Squared Error Estimator in Comparison with Stein's . Technometries , 18 : 491 – 496 .

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