Generalized ridge regression, least squares with stochastic prior information and Bayesian estimators
By: by Yoel Haitovsky and Yohanan Wax.
Contributors: Wax, Yohanan, joint author.
Series: Hebrew University of Jerusalem. Dept. of Economics. Research report; no. 40; Research report (Bet ha-sefer le-khalkalah ule-mada e ha-hevrah al shem E. Kaplan. Mahlakah le-khalkalah) ;; no. 40.
Publisher: Hebrew University of Jerusalem, Dept. of Economics
Published: 1972
Place of publication: Jerusalem
Language: eng
Number of pages: 23
Subjects: Estimation theory.; Least squares.; Ridge regression (Statistics)