Noor, Islam Finite sample properties of generalized ridge-type shrinkage estimator. (English) Zbl 0668.62047 Riazi, J. Karachi Math. Assoc. 10, 39-52 (1988). MSC: 62J07 Ridge regression; shrinkage estimators (Lasso) 62H12 Estimation in multivariate analysis Keywords:generalized ridge-type shrinkage estimator; multicollinearity; relative bias; relative efficiency; ordinary least squares estimator; mean square error × Cite Format Result Cite Review PDF