A simulation study of deterministic ridge estimators

DOI10.1080/00949658608810902MaRDI QIDQ3742525zbMATH OpenOpenAlexFDO

Authors Tze-San Lee

Publication date 1986

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658608810902

zbMATH Keywords

singular value decompositionmean squared errorsimulation studyleast squares estimatorfinite sample propertiesridge estimatorsdeterministic ridge rules

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 3076197 (Why is no real title available?)
• A Simulation Study of Some Ridge Estimators
• Mean Squared Error Properties of Generalized Ridge Estimators
• Ridge Regression in Practice
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression from principal component point of view
• Selecting the optimum k in ridge regression

Cited in

(1)

• scientific article; zbMATH DE number 1216596 (Why is no real title available?)

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