Generalized ridge regression and a generalization of theCPstatistic
From MaRDI portal
Publication:4540909
DOI10.1080/02664760120074988zbMath0992.62066MaRDI QIDQ4540909
Christopher J. Page, Stephen G. Walker
Publication date: 28 July 2002
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664760120074988
62J07: Ridge regression; shrinkage estimators (Lasso)
62C12: Empirical decision procedures; empirical Bayes procedures
Related Items
Multicollinearity and financial constraint in investment decisions: a Bayesian generalized ridge regression, Subset selection in linear regression using generalized ridge estimator, A non-iterative optimization method for smoothness in penalized spline regression, A geometric interpretation of Mallows' \(C_p\) statistic and an alternative plot in variable selection, Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods, A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion, Variable selection in linear regression based on ridge estimator, Bayes estimation of Gompertz distribution parameters and acceleration factor under partially accelerated life tests with type-I censoring