In this paper two variants of ridge estimators are proposed. One is a linear function of the generalized ridge estimator (GRE) of Hoerl and Kennard and the other is a convex combination of OLSE and GRE. These seem to have some desirable properties. Operational versions are studied using simulation.
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Singh, B., Chaubey, Y.P. On some improved ridge estimators. Statistische Hefte 28, 53–67 (1987). https://doi.org/10.1007/BF02932590
- Jackknife method
- Generalized Ridge Estimator