The efficiency of jack-knifed and usual ridge type estimators: A comparison

Mathematics Department, Rochester Institute of Technology, I Lomb Memorial Drive, Rochester, NY 14623, USA Received November 1989 Revised January 1990 Abstract: Ordinary and jack-knifed ridge type estimators are compared for different measures of goodness. Although jack-knifing reduces bias considerably the jack-knifed ridge estimators have larger variance and may have a larger Mean Square Error than the usual ridge estimators. Keywords: Variance, bias, mean square error, signal to noise ratio.