The Minimum Mean Square Error Linear Estimator and Ridge Regression
R. W. Farebrother
Abstract
R. W. Farebrother
Abstract
In this paper we explore the similarity between the minimum mean square error estimator and Hoer1 and Kennard's ridge regression.
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In this paper we explore the similarity between the minimum mean square error estimator and Hoer1 and Kennard's ridge regression.
Key concepts: Statistics, Mean squared error, Mathematics, Ridge, Estimator, Minimum mean square error, Linear regression, Minimum-variance unbiased estimator