A connection between ridge regression estimators and the James-Stein estimator
Subtitle: suggestions for the use of the ridge estimator
By: M. Hudson.
Series: Research paper - School of Economic and Financial Studies, Macquarie University ; no. 91; Research paper (Macquarie University. School of Economic and Financial Studies) ;; no. 91.
Publisher: School of Economic and Financial Studies, Macquarie University
Published: 1975
Place of publication: [Sydney]
Language: eng
Number of pages: 12
Subjects: Statistical decision.; Estimation theory.; Ridge regression (Statistics)
Notes: Bibliography: p. [8]
"Part of the author's doctoral dissertation submitted to Stanford University."