Combining Unbiased Ridge and Principal Component Regression Estimators
Publication:3396330
DOI10.1080/03610920802503396zbMath1170.62047OpenAlexW2008412239MaRDI QIDQ3396330
M. Revan Özkale, Feras Sh. Mahmood Batah, Sharad D. Gore
Publication date: 18 September 2009
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920802503396
multicollinearityordinary least squares estimatorprincipal components regression estimatorordinary ridge regression estimator\((r, k)\) class estimatorunbiased ridge regression estimator
Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
Related Items (7)
Cites Work
- Linear models. Least squares and alternatives
- Comparisons of the Unbiased Ridge Estimation to the Other Estimations
- A ridge-type estimator and good prior means
- Ridge regression:some simulations
- Good ridge estimators based on prior information
- Biased Estimation in Regression: An Evaluation Using Mean Squared Error
- Unbiased ridge estimation with prior information and ridge trace
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
- On Biased Estimation in Linear Models
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