Linearized ridge regression estimator in linear regression

DOI10.1080/03610921003746693MaRDI QIDQ3015925zbMATH OpenOpenAlexFDO

Authors Xu-Qing Liu, Feng Gao

Publication date 13 July 2011

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610921003746693

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A new biased estimator based on ridge estimation
• A new class of blased estimate in linear regression
• A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation
• An alternative stochastic restricted Liu estimator in linear regression
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse

Cited in

(12)

• Improved Liu estimator in a linear regression model
• Linearized ridge regression estimator under the mean squared error criterion in a linear regression model
• Robust linearized ridge M-estimator for linear regression model
• scientific article; zbMATH DE number 3967720 (Why is no real title available?)
• Linearized restricted ridge regression estimator in linear regression
• General linear estimators under the prediction error sum of squares criterion in a linear regression model
• Improved ridge estimators in a linear regression model
• Non-diagonal-type estimator in linear regression
• A new linearized ridge Poisson estimator in the presence of multicollinearity
• Optimal generalized ridge estimator under the generalized cross-validation criterion in linear regression
• A modified ridge estimator in Cox regression model
• On linearized ridge logistic estimator in the presence of multicollinearity

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