2011 | OriginalPaper | Buchkapitel
Balanced Ridge Estimator of Coefficient in Linear Model under a Balanced Loss Function (I)
verfasst von : Wenke xu, Fengri Li
Erschienen in: Information and Management Engineering
Verlag: Springer Berlin Heidelberg
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Based on the conception of Zellner’s Balanced Loss, considering the goodness of fitting and the accuracy of Ridge Estimator. the paper constructed the balanced loss function and put forward Balanced Ridge estimation of coefficient in linear model, also obtained the property of Balanced Ridge Estimator superior to Least Squares Estimator and admissibility of Balanced Ridge Estimator.