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Connexion

(Article of periodic en Français - 1978)

Document title

Méthodes de régression. II. Critères baysésiens (à suivre)

Authors(s) and Affiliation(s)

CAZES P. ;

Abstract

The generalized ridge estimator is described under assumptions of normality, as a Bayesian estimator. The properties of this estimator and its derivatives (ridge estimator, shrunken estimator, Marquardt's estimator) which are biased estimators of the regression coefficients vector, are studied together with the criterion of mean square error.

Source

Article of periodic

published at : Cahiers de l'analyse des données Paris

Editor :

Millesime : 1978, vol. 3, no3 [pp. 257-268]

Language

Français

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