The following pages link to Ridge regression:some simulations (Q4049968):
Displaying 50 items.
- Robust ridge estimator in restricted semiparametric regression models (Q272065) (← links)
- Bounds of the F-ratio incorporating the ordinary ridge regression estimator (Q375111) (← links)
- Difference-based ridge estimator of parameters in partial linear model (Q451404) (← links)
- Subset selection in linear regression using generalized ridge estimator (Q539792) (← links)
- Small sample properties of a ridge regression estimator when there exist omitted variables (Q657077) (← links)
- Optimal weighting of a priori statistics in linear estimation theory (Q687024) (← links)
- Transformation of variables and the condition number in ridge estimation (Q722746) (← links)
- An information criterion for normal regression estimation (Q749120) (← links)
- Performance of some ridge estimators for the gamma regression model (Q779681) (← links)
- Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term (Q825319) (← links)
- A novel hybrid RBF neural networks model as a forecaster (Q892481) (← links)
- A note on collinearity, bootstrapping, and cross-validation (Q900042) (← links)
- Graphical evaluation of the ridge-type robust regression estimators in mixture experiments (Q904634) (← links)
- Recent results in ridge regression methods (Q904901) (← links)
- Temperature prediction at critical points in district heating systems (Q953444) (← links)
- A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors (Q958930) (← links)
- Surrogate models in ill-conditioned systems (Q963900) (← links)
- Concentration reversals in ridge regression (Q1036736) (← links)
- On a modification of Marquardt's compromise: Rationale and applications (Q1050762) (← links)
- Diagnostics for penalized least-squares estimators (Q1083816) (← links)
- Comparison of biasing parameter computational techniques in ridge-type estimation (Q1208325) (← links)
- Shrinking toward submodels in regression (Q1333134) (← links)
- A simulation study on comparison of prediction methods when only a few components are relevant (Q1351853) (← links)
- Restricted ridge estimation. (Q1423104) (← links)
- Logistic regression diagnostics in ridge regression (Q1642995) (← links)
- Subset selection in multiple linear regression in the presence of outlier and multicollinearity (Q1731209) (← links)
- A note on the performance of biased estimators with autocorrelated errors (Q1751508) (← links)
- A new two-parameter estimator for the Poisson regression model (Q1787758) (← links)
- Double bootstrap for shrinkage estimators (Q1899234) (← links)
- Some strong consistency results in stochastic regression (Q2015068) (← links)
- Confronting collinearity in environmental regression models: evidence from world data (Q2062339) (← links)
- The stochastic restricted ridge estimator in generalized linear models (Q2065286) (← links)
- Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data (Q2066537) (← links)
- AgFlow: fast model selection of penalized PCA via implicit regularization effects of gradient flow (Q2071349) (← links)
- Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients (Q2095777) (← links)
- Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm (Q2110353) (← links)
- Profile monitoring for count data using Poisson and Conway-Maxwell-Poisson regression-based control charts under multicollinearity problem (Q2223852) (← links)
- Performance of Kibria's methods in partial linear ridge regression model (Q2254750) (← links)
- The sampling distribution of shrinkage estimators and their F-ratios in the regression model (Q2266307) (← links)
- Pseudo estimation and variable selection in regression (Q2306244) (← links)
- A Jackknifed Ridge M-estimator for regression model with multicollinearity and outliers (Q2324169) (← links)
- Performance of some stochastic restricted ridge estimator in linear regression model (Q2336487) (← links)
- An iterative approach to minimize the mean squared error in ridge regression (Q2354752) (← links)
- A general approach of least squares estimation and optimal filtering (Q2357240) (← links)
- Feasible generalized Stein-rule restricted ridge regression estimators (Q2361736) (← links)
- Iterative algorithms of biased estimation methods in binary logistic regression (Q2374431) (← links)
- Linear regression with special coefficient features attained via parameterization in exponential, logistic, and multinomial-logit forms (Q2390171) (← links)
- Two-parameter ridge regression and its convergence to the eventual pairwise model (Q2476710) (← links)
- Tolerance intervals from ridge regression in the presence of multicollinearity and high dimension (Q2520528) (← links)
- Stochastically optimal bootstrap sample size for shrinkage-type statistics (Q2631362) (← links)
