Explicit and Constrained Generalized Ridge Estimation

DOI10.2307/1268701MaRDI QIDQ4184117zbMATH OpenOpenAlexFDO

Authors William J. Hemmerle, T. F. Brantle

Publication date 1978

Full work available at URL https://doi.org/10.2307/1268701

zbMATH Keywords

ComparisonLeast Squares EstimatorsBiased EstimationConstrained Ridge EstimationExplicit Estimation ProceduresGeneralized Ridge RegressionMonte Carlo Study

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited in

(11)

• Optimal weighting of a priori statistics in linear estimation theory
• A study of some ridge-type shrinkage estimators
• Two kinds of restricted estimators in singular linear regression
• Generalized multivariate ridge regression estimate and criteria Q(c) for choosing matrix K^*
• Using ridge regression to estimate factors affecting the number of births. A comparative study
• More on Liu-Type Estimator in Linear Regression
• A generalized ridge regression estimator and its finite sample properties
• Tuning parameter selection and various good fitting characteristics for the Liu-type estimator in linear regression
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• A comparison of some new and old robust ridge regression estimators
• Performance of Some New Ridge Regression Estimators

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