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Pitman superiority of united biased estimation. (Chinese. English summary) Zbl 1324.62040

Summary: The superiority of estimators is an important content in regression model. In this paper, Pitman criterion is used to study the superiorities of both ridge estimation and James-Stein estimation, and then the sufficient conditions are obtained under which the ridge estimation outperforms James-Stein estimation under the Pitman criterion.

MSC:

62J07 Ridge regression; shrinkage estimators (Lasso)