Characterization of general ridge estimators

Augustyn Markiewicz

Statistics & Probability Letters, 1996, vol. 27, issue 2, 145-148

Abstract: The general ridge estimators are characterized as linearly sufficient and admissible among the set of all linear estimators under a nonsingular linear model. Their counterparts, in some more general models, are presented.

Keywords: Admissibility; Linear; sufficiency; General; ridge; estimator (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (7)

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