Ridge Regression and James-Stein Estimation: Review and Comments

DOI10.2307/1268284zbMath0466.62058OpenAlexW4243348682WikidataQ59410706 ScholiaQ59410706MaRDI QIDQ3918929

Norman R. Draper, R. Craig van Nostrand

Publication date: 1979

Full work available at URL: https://doi.org/10.2307/1268284

zbMATH Keywords

mean squared errorbibliographyBibliographyridge regressionreviewJames-Stein estimationbiased estimators

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (27)

A new algorithm for latent root regression analysis ⋮ Shrinking toward submodels in regression ⋮ Diagnostics for penalized least-squares estimators ⋮ Multivariate control charts based on the James-Stein estimator ⋮ Optimal regression parameter-specific shrinkage by plug-in estimation ⋮ Predictability measures for ridge regression models ⋮ Unnamed Item ⋮ A constrained linear estimator for multiple regression ⋮ Empirical Bayes estimates for a two-way cross-classified model ⋮ Group least squares regression for linear models with strongly correlated predictor variables ⋮ Overtraining, regularization and searching for a minimum, with application to neural networks ⋮ Ridge estimation in generalized linear models and proportional hazards regressions ⋮ A note on adaptive generalized ridge regression estimator ⋮ Multicollinearity and financial constraint in investment decisions: a Bayesian generalized ridge regression ⋮ Scalable Algorithms for the Sparse Ridge Regression ⋮ Fast model-fitting of Bayesian variable selection regression using the iterative complex factorization algorithm ⋮ Ridge estimation of transfer function weights ⋮ A comparison of biased regression estimators using a pitman nearness criterion ⋮ A Comparison of james–sten regression with least squares in the pitman nearness sense ⋮ The relative performances of improved ridge estimators and an empirical bayes estimator: some monte carlo results ⋮ Ridge regression and asymptotic minimax estimation over spheres of growing dimension ⋮ Subset selection using the total least squares approach in collinearity problems with errors in the variables ⋮ Impacts of equi-correlated responses on multicollinearity ⋮ Some criteria for the estimation of evoked potentials ⋮ Monitoring Change Points by a Sign Change Method ⋮ Ridge regression versus ols by pitman's closeness under quadratic and fisher's loss ⋮ Restricted minimum bias linear estimation in regression

This page was built for publication: Ridge Regression and James-Stein Estimation: Review and Comments