The efficiency of jack-knifed and usual ridge type estimators: A comparison

Marvin H. J. Gruber

Statistics & Probability Letters, 1991, vol. 11, issue 1, 49-51

Abstract: Ordinary and jack-knifed ridge type estimators are compared for different measures of goodness. Although jack-knifing reduces bias considerably the jack-knifed ridge estimators have larger variance and may have a larger Mean Square Error than the usual ridge estimators.

Keywords: Variance; bias; mean; square; error; signal; to; noise; ratio (search for similar items in EconPapers)
Date: 1991
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