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The Relative Efficiency Based on the MSE in Generalized Ridge Estimate
Abstract:A relative efficiency is defined as Ridge Estimate in the general linear model. The relative efficiency is based on the Mean square error. In this paper, we put forward a parameter of Ridge Estimate and discussions are made on the relative efficiency between the ridge estimation and the General Ridge Estimate. Eventually, this paper proves that the estimation is better than the general ridge estimate, which is based on the MSE.
Digital Object Identifier (DOI): doi.org/10.5281/zenodo.1339546Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 587
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