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A generalization and Bayesian interpretation of ridge-type estimators with good prior means |
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| Authors: | K H Loesgen |
| Institution: | 1. Fachbereich Statistik, Universit?t Dortmund, Postfach 500 500, D 4600, Dortmund 50 |
| Abstract: | Pliskin (1987) and Trenkler (1988) compared ridge-type estimators with good prior means. From a Bayesian viewpoint, these estimators are special cases of Bayesestimators and the mean square error matrix comparisons can be made in the more general case. |
| Keywords: | and phrases" target="_blank"> and phrases Linear regression model ridge regression prior information Bayes-estimator mean square error matrix |
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