On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances
From MaRDI portal
Publication:3125760
DOI10.1080/03610929608831843zbMath0887.62077MaRDI QIDQ3125760
Publication date: 17 February 1998
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929608831843
ridge regression; mean square error; dominance; preliminary test; non-central F-distribution; uncertain prior information; multivariate t-distribution; superiority
62J07: Ridge regression; shrinkage estimators (Lasso)
Related Items
Performance of the stein-type two-parameter estimator in multiple linear regression model, On the ridge regression estimator with sub-space restriction, On preliminary test almost unbiased two-parameter estimator in linear regression model with student's t errors, Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests, Performance of Some New Ridge Regression Estimators, THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION, The modified Liu-ridge-type estimator: a new class of biased estimators to address multicollinearity, On ridge parameter estimators under stochastic subspace hypothesis, Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions, Performance of the difference-based estimators in partially linear models, Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence, Another proposal about the new two-parameter estimator for linear regression model with correlated regressors, Using ridge regression to estimate factors affecting the number of births. A comparative study, Difference-based ridge estimator of parameters in partial linear model, Performance of Kibria's methods in partial linear ridge regression model, Preliminary test and Stein-type shrinkage ridge estimators in robust regression, Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student'sterror, Preliminary Test Estimators Induced by Three Large Sample Tests for Stochastic Constraints in a Regression Model with Multivariate Student-t Error, Applied regression analysis bibliography update 1994-97
Cites Work
- Unnamed Item
- Unnamed Item
- Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
- EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION
- Estimation of the parameters of a regression model with a multivariate t error variable
- Ridge regression:some simulations
- An Explicit Solution for Generalized Ridge Regression
- Ridge Analysis Following a Preliminary Test of the Shrunken Hypothesis
- Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
- A new estimator combining the ridge regression and the restricted least squares methods of estimation
- Performance of some new preliminary test ridge regression estimators and their properties
- The Statistical Consequences of Preliminary Test Estimators in Regression
- Analysis and Inference for Incompletely Specified Models Involving the Use of Preliminary Test(s) of Significance
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge Regression: Applications to Nonorthogonal Problems
- On Biases in Estimation Due to the Use of Preliminary Tests of Significance