Bayesian estimation of ridge parameter under different loss functions
From MaRDI portal
Publication:5079811
DOI10.1080/03610926.2020.1809675OpenAlexW3080607798MaRDI QIDQ5079811
Qasim Ramzan, Muhammad Amin, Muhammad Nauman Akram
Publication date: 30 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1809675
mean squared errormaximum likelihood estimatorposterior distributionloss functionsridge parametersBRREs
Related Items (3)
Ridge parameter estimation for the linear regression model under different loss functions using T-K approximation ⋮ Modified ridge-type estimator for the inverse Gaussian regression model ⋮ On the Liu estimation of Bell regression model in the presence of multicollinearity
Cites Work
- Unnamed Item
- A survey of cross-validation procedures for model selection
- On Some Ridge Regression Estimators: An Empirical Comparisons
- Ridge regression:some simulations
- Study of partial least squares and ridge regression methods
- A Statistical View of Some Chemometrics Regression Tools
- Performance of Some New Ridge Regression Estimators
- Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model
- Modified Ridge Regression Estimators
- Performance of some new Liu parameters for the linear regression model
- A new Liu-type estimator for the Inverse Gaussian Regression Model
- Shrinkage Ridge Estimators in Linear Regression
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge Regression: Applications to Nonorthogonal Problems
- Almost unbiased ridge estimator in the gamma regression model
This page was built for publication: Bayesian estimation of ridge parameter under different loss functions