A study of some ridge-type shrinkage estimators. (English) Zbl 0707.62143
Summary: In this paper, several ridge-type shrinkage estimators are studied with respect to their relative efficiency. Some interrelationships which exist among these estimators are pointed out. One of these estimators, \(T_ 0\), based on the work of J. S. Mehta and R. Srinivasan [J. Am. Stat. Assoc. 66, 86-90 (1971; Zbl 0217.514)], is shown to be a flexible estimator, which has clear advantages over its competitors. A useful approximation for calculation of the relative efficiency of \(T_ 0\) is also presented.
Citations:
Zbl 0217.514References:
| [1] | DOI: 10.2307/1268460 · Zbl 0435.62071 · doi:10.2307/1268460 |
| [2] | DOI: 10.2307/1268066 · Zbl 0307.62050 · doi:10.2307/1268066 |
| [3] | DOI: 10.2307/1268701 · Zbl 0399.62071 · doi:10.2307/1268701 |
| [4] | DOI: 10.1080/03610918308812316 · Zbl 0555.62058 · doi:10.1080/03610918308812316 |
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| [10] | Noor, A Study of Some Ridge-Type Shrinkage Estimators (1985) |
| [11] | DOI: 10.2307/1268429 · Zbl 0324.62050 · doi:10.2307/1268429 |
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