Generalized ridge regression estimators under the LINEX loss function
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Cites work
- Bayesian Estimation and Prediction Using Asymmetric Loss Functions
- ESTIMATION OF THE PARAMETER OF A POISSON DISTRIBUTION USING A LINEX LOSS FUNCTION
- EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION
- Finite Sample Properties of Ridge Estimators
- scientific article; zbMATH DE number 3942888 (Why is no real title available?)
- scientific article; zbMATH DE number 1494998 (Why is no real title available?)
- On the admissibility of an estimator of a normal mean vector under a LINEX loss function
- On the admissibility of c[Xbar] + d with respect to the linex loss function
- Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- The existence theorem in general ridge regression
Cited in
(29)- Some theoretical results for generalized ridge regression estimators
- An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss
- Risk performance of a pre-test estimator for normal variance with the Stein-variance estimator under the LINEX loss function
- Inadmissibility of the Stein-rule estimator under the balanced loss function
- Stein estimation -- a review
- Minimax and -minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted
- On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss
- On generalized ridge regression estimators under collinearity and balanced loss
- New biased estimators under the LINEX loss function
- Minimum mean-squared error estimation in linear regression with an inequality constraint
- Minimax invariant estimator of continuous distribution function under LINEX loss
- Linearized ridge regression estimator in linear regression
- Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated
- Bayes Estimation of Shift Point in Normal Sequence and Its Application to Statistical Process Control
- A generalized ridge regression estimator and its finite sample properties
- DENSITY FUNCTION AND RELATIVE EFFICIENCY OF THE MODIFIED GENERALIZED RIDGE REGRESSION ESTIMATORS
- A note on new feasible generalized ridge regression estimator under the linex loss function
- Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses
- The general expressions for the moments of lawless and wang's ordinary ridge regression estimator
- scientific article; zbMATH DE number 1390070 (Why is no real title available?)
- A note on almost unbiased generalized ridge regression estimator under asymmetric loss
- Regression models using the LINEX loss to predict lower bounds for the number of points for approximating planar contour shapes
- Idea of constructing an image of Bayes action
- Stein-type improved estimation of standard error under asymmetric LINEX loss function
- Ridge regression revisited
- Further results on the generalized Liu-type estimators under the balanced loss function
- Generalized Liu Type Estimators Under Zellner's Balanced Loss Function
- Ridge parameter estimation for the linear regression model under different loss functions using T-K approximation
- A further theoretical result for generalized ridge regression estimators
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