Some remarks on a ridge-type-estimator and good prior means |
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| Authors: | Gotz Trenkler |
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| Institution: | Department of statistics , University of dortmund , Dortmund, 4600 |
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| Abstract: | Pliskin (1987) compared modified ridge regression estimators based on prior information with respect to their mean square error matrices. A further characterization of good prior mean is given here, and the case of different ridge parameters is also considered. |
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| Keywords: | Ridge Regression Prior information Mean square error Matrix Linear regression model |
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