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

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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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Testing covariates in high-dimensional regression

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

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Improved robust ridge M-estimation

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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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Mathematics(1 entry)

mardi Publication:6064347

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