Balanced Ridge Estimator of Coefficient in Linear Model under a Balanced Loss Function (I)
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.
KeywordsBalanced loss function Balanced ridge estimator Ridge estimator Admissibility
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