Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime (Q6064347): Difference between revisions

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scientific article; zbMATH DE number 7776786

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English	Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime	scientific article; zbMATH DE number 7776786

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scholarly article

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title

Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime (English)

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International Statistical Review

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publication date

12 December 2023

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zbMATH Keywords

generalised ridge regression

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low-dimensional and high-dimensional data

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multicollinearity

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penalty estimation

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shrinkage estimation

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1111/insr.12351

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cites work

Penalty, shrinkage and pretest strategies. Variable selection and estimation

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Shrinkage estimation strategy in quasi-likelihood models

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High Dimensional Data Analysis: Integrating Submodels

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Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data

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Shrinkage Ridge Estimators in Linear Regression

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On Biases in Estimation Due to the Use of Preliminary Tests of Significance

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Least angle regression. (With discussion)

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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A Statistical View of Some Chemometrics Regression Tools

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Post selection shrinkage estimation for high‐dimensional data analysis

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Ridge Regression: Applications to Nonorthogonal Problems

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Q5499588

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Q3185327

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Q4178373

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Testing covariates in high-dimensional regression

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Q3103879

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Preliminary test and Stein-type shrinkage ridge estimators in robust regression

0 references

Improved robust ridge M-estimation

0 references

Shrinkage ridge estimators in semiparametric regression models

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Shrinkage ridge regression in partial linear models

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Rank theory approach to ridge, LASSO, preliminary test and Stein‐type estimators: A comparative study

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Theory of Preliminary Test and Stein‐Type Estimation With Applications

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Estimation in high-dimensional linear models with deterministic design matrices

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The Admissibility of Hotelling's $T^2$-Test

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Q4864293

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A weighted stochastic restricted ridge estimator in partially linear model

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Ridge-type pretest and shrinkage estimations in partially linear models

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Q5357886

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Shrinkage and penalized estimation in semi-parametric models with multicollinear data

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Nearly unbiased variable selection under minimax concave penalty

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The Adaptive Lasso and Its Oracle Properties

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Regularization and Variable Selection Via the Elastic Net

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Identifiers

Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6064347

@@ Property / DOI @@
-.1111/insr.12351
@@ Property / DOI: 10.1111/insr.12351 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/insr.12351
+Normal rank
@@ Property / OpenAlex ID @@
+W2734935854
@@ Property / OpenAlex ID: W2734935854 / rank @@
+Normal rank
@@ Property / cites work @@
+Penalty, shrinkage and pretest strategies. Variable selection and estimation
+Normal rank
@@ Property / cites work @@
+Shrinkage estimation strategy in quasi-likelihood models
+Normal rank
@@ Property / cites work @@
+High Dimensional Data Analysis: Integrating Submodels
+Normal rank
@@ Property / cites work @@
+Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data
+Normal rank
@@ Property / cites work @@
+Shrinkage Ridge Estimators in Linear Regression
@@ Property / cites work: Shrinkage Ridge Estimators in Linear Regression / rank @@
+Normal rank
@@ Property / cites work @@
+On Biases in Estimation Due to the Use of Preliminary Tests of Significance
+Normal rank
@@ Property / cites work @@
+Least angle regression. (With discussion)
@@ Property / cites work: Least angle regression. (With discussion) / rank @@
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+A Statistical View of Some Chemometrics Regression Tools
+Normal rank
@@ Property / cites work @@
+Post selection shrinkage estimation for high‐dimensional data analysis
+Normal rank
@@ Property / cites work @@
+Ridge Regression: Applications to Nonorthogonal Problems
+Normal rank
@@ Property / cites work @@
+Q5499588
@@ Property / cites work: Q5499588 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3185327
@@ Property / cites work: Q3185327 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4178373
@@ Property / cites work: Q4178373 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing covariates in high-dimensional regression
@@ Property / cites work: Testing covariates in high-dimensional regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q3103879
@@ Property / cites work: Q3103879 / rank @@
+Normal rank
@@ Property / cites work @@
+Preliminary test and Stein-type shrinkage ridge estimators in robust regression
+Normal rank
@@ Property / cites work @@
+Improved robust ridge M-estimation
@@ Property / cites work: Improved robust ridge M-estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Shrinkage ridge estimators in semiparametric regression models
+Normal rank
@@ Property / cites work @@
+Shrinkage ridge regression in partial linear models
+Normal rank
@@ Property / cites work @@
+Rank theory approach to ridge, LASSO, preliminary test and Stein‐type estimators: A comparative study
+Normal rank
@@ Property / cites work @@
+Theory of Preliminary Test and Stein‐Type Estimation With Applications
+Normal rank
@@ Property / cites work @@
+Estimation in high-dimensional linear models with deterministic design matrices
+Normal rank
@@ Property / cites work @@
+The Admissibility of Hotelling's $T^2$-Test
@@ Property / cites work: The Admissibility of Hotelling's $T^2$-Test / rank @@
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+A weighted stochastic restricted ridge estimator in partially linear model
+Normal rank
@@ Property / cites work @@
+Ridge-type pretest and shrinkage estimations in partially linear models
+Normal rank
@@ Property / cites work @@
+Q5357886
@@ Property / cites work: Q5357886 / rank @@
+Normal rank
@@ Property / cites work @@
+Shrinkage and penalized estimation in semi-parametric models with multicollinear data
+Normal rank
@@ Property / cites work @@
+Nearly unbiased variable selection under minimax concave penalty
+Normal rank
@@ Property / cites work @@
+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
+Normal rank
@@ Property / cites work @@
+Regularization and Variable Selection Via the Elastic Net
+Normal rank
@@ Property / DOI @@
+.1111/INSR.12351
@@ Property / DOI: 10.1111/INSR.12351 / rank @@
+Normal rank