A Simulation Study on Some Restricted Ridge Regression Estimators

DOI10.1080/03610918.2012.659953zbMath1347.62144OpenAlexW2048300391MaRDI QIDQ4921604

Siamak Najarian, Mohammad Arashi, B. M. Golam Kibria

Publication date: 13 May 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2012.659953

zbMATH Keywords

mean square errorsimulation studyestimatorrestricted ridge regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)

Related Items (12)

Bayesian estimation of the shrinkage parameter in ridge regression ⋮ Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors ⋮ On ridge parameter estimators under stochastic subspace hypothesis ⋮ A revised Cholesky decomposition to combat multicollinearity in multiple regression models ⋮ A nonlinear mixed–integer programming approach for variable selection in linear regression model ⋮ Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics ⋮ Study of partial least squares and ridge regression methods ⋮ Shrinkage ridge estimators in semiparametric regression models ⋮ Efficiency of the QR class estimator in semiparametric regression models to combat multicollinearity ⋮ New Ridge Regression Estimator in Semiparametric Regression Models ⋮ Performance of some stochastic restricted ridge estimator in linear regression model ⋮ Shrinkage estimation in system regression model

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