ScholarLens Back to search
2007•Journal of Southwest UniversityRequires access

Comparisons of Efficiency of the AUGR Estimator with That of the GR Estimator and the OLS Estimator in the Sense of Mean Squared Error

Bin Liu

Open publisher page 0 citations

Abstract

Comparisons are made between the almost unbiased generalized ridge(AUGR) estimator and the generalized ridge(GR) estimator and between the AUGR estimator and the Ordinary least squared(OLS) estimator in the sense of their mean squared errors(MSE).Some sufficient conditions are given,under which AUGR estimator is better than the GR estimator and AUGR estimator is better than the OLS estimator.

About this research paper

What this paper is about

Comparisons are made between the almost unbiased generalized ridge(AUGR) estimator and the generalized ridge(GR) estimator and between the AUGR estimator and the Ordinary least squared(OLS) estimator in the sense of their mean squared errors(MSE).Some sufficient conditions are given,under which AUGR estimator is better than the GR estimator and AUGR estimator is better than the OLS estimator.

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

Comparisons are made between the almost unbiased generalized ridge(AUGR) estimator and the generalized ridge(GR) estimator and between the AUGR estimator and the Ordinary least squared(OLS) estimator in the sense of their mean squared errors(MSE).Some sufficient conditions are given,under which AUGR estimator is better than the GR estimator and AUGR estimator is better than the OLS estimator.

Key concepts: Minimum-variance unbiased estimator, Mean squared error, Bias of an estimator, Efficient estimator, Mathematics, Estimator, Stein's unbiased risk estimate, Invariant estimator

Related papers

Related paper 1Related paper 2Related paper 3
Back to paper searchBrowse research topicsOriginal source
Comparisons of Efficiency of the AUGR Estimator with That of the GR Estimator and the OLS Estimator in the Sense of Mean Squared Error — Research Paper | ScholarLens