New approach in biased regression

E. M. Qannari, E. Vigneau and M. Semenou

Journal of Applied Statistics, 1997, vol. 24, issue 6, 647-658

Abstract: An optimization problem which provides a new characterization for ridge regression is discussed. A variant of this optimization problem leads to a new family of biased estimators that includes the Stein estimation method and principal components regression as particular cases. The whole approach is illustrated on the basis of real data sets.

Date: 1997
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DOI: 10.1080/02664769723396

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