Optimal generalized ridge estimator under the generalized cross-validation criterion in linear regression

DOI10.1016/J.LAA.2011.08.032zbMath1232.62103OpenAlexW2044006298MaRDI QIDQ665947

Xu-Qing Liu, Hong-Yan Jiang

Publication date: 7 March 2012

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2011.08.032

zbMATH Keywords

Hadamard productderivative of vectorslinearized ridge estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (3)

On a generalization of the test of endogeneity in a two stage least squares estimation ⋮ The ridge prediction error sum of squares statistic in linear mixed models ⋮ Predictive performance of linear regression models

Cites Work

• A new biased estimator based on ridge estimation
• Linear regression analysis using the relative squared error
• Characterizations of admissible linear estimators in the linear model
• On ridge operators
• Linearized Ridge Regression Estimator in Linear Regression
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• A new class of blased estimate in linear regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems

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