Confidence Interval for Shrinkage Parameters in Ridge Regression
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Publication:3652682
DOI10.1080/03610920802585856zbMath1177.62087MaRDI QIDQ3652682
T. V. Ramanathan, M. I. Alheety
Publication date: 16 December 2009
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920802585856
62H12: Estimation in multivariate analysis
62F25: Parametric tolerance and confidence regions
62J07: Ridge regression; shrinkage estimators (Lasso)
65C05: Monte Carlo methods
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Cites Work
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- On the distribution of shrinkage parameters of Liu-type estimators
- Some Modifications for Choosing Ridge Parameters
- Ridge regression:some simulations
- A simulation study of ridge and other regression estimators
- Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
- THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION
- Ridge Regression – A Simulation Study