Modified ridge regression estimators
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(70)- Length modified ridge regression
- An iterative approach to minimize the mean squared error in ridge regression
- Improving efficiency of the HKB ordinary type ridge estimator
- Bayesian estimation of the log-linear exponential regression model with censorship and collinearity
- A Tobit ridge regression estimator
- The helpful ridge regression estimator
- Scaled ridge estimator and its application to multimodel ensemble approaches for climate prediction
- On developing ridge regression parameters: a graphical investigation
- Rank-based ridge estimation in multiple linear regression
- Modified ridge regression parameters: a comparative Monte Carlo study
- Tracking MSE efficiencies in ridge regression
- Modified Ridge Parameters for Seemingly Unrelated Regression Model
- Further results concerning ridge regression
- scientific article; zbMATH DE number 3856272 (Why is no real title available?)
- Ridge regression estimator: combining unbiased and ordinary ridge regression methods of estimation
- Realization of ridge regression in MATLAB
- scientific article; zbMATH DE number 3945137 (Why is no real title available?)
- scientific article; zbMATH DE number 4066172 (Why is no real title available?)
- Modified ridge analyses under nonstandard
- A class of generalized ridge estimators
- Ridge estimation in generalized linear models and proportional hazards regressions
- REVIEW AND CLASSIFICATIONS OF THE RIDGE PARAMETER ESTIMATION TECHNIQUES
- Study of partial least squares and ridge regression methods
- Choosing Ridge Parameter for Regression Problems
- Performance of Some New Ridge Regression Estimators
- Asymptotic Aspects of Ordinary Ridge Regression
- scientific article; zbMATH DE number 4115766 (Why is no real title available?)
- scientific article; zbMATH DE number 926555 (Why is no real title available?)
- The efficiency of ridge estimations for multicollinearity multiple linear regression: a Monte-Carlo simulation-based study
- Mitigating collinearity in linear regression models using ridge, surrogate and raised estimators
- Bayesian estimation of ridge parameter under different loss functions
- A comparison of some new and old robust ridge regression estimators
- Quantile-based robust ridge M-estimator for linear regression model in presence of multicollinearity and outliers
- Quantile based estimation of biasing parameters in ridge regression model
- Bayesian estimation of the shrinkage parameter in ridge regression
- New approaches for choosing the ridge parameters
- A simulation study on the size and power properties of some ridge regression tests
- Vector parameter for ridge regression
- Ridge Regression – A Simulation Study
- A new robust ridge parameter estimator based on search method for linear regression model
- Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study
- Ridge parameter estimation for the linear regression model under different loss functions using T-K approximation
- scientific article; zbMATH DE number 7730941 (Why is no real title available?)
- Modified robust ridge M-estimators for linear regression models: an application to tobacco data
- An effective approach towards efficient estimation of general linear model in case of heteroscedastic errors
- New quantile based ridge M-estimator for linear regression models with multicollinearity and outliers
- A novel comparison of shrinkage methods based on multi criteria decision making in case of multicollinearity
- New heteroscedasticity-adjusted ridge estimators in linear regression model
- A robust hybrid ridge estimation framework using scaled error variance and M-estimation in contaminated linear models
- Improved ridge regression estimators for multicollinearity and heteroscedasticity: A simulation and real-world study
- How well do ridge parameter estimators proposed so far perform in terms of normality, outlier detection, and MSE criteria?
- An improved ridge-type estimator leveraging weighted least squares and horn’s scaling for heteroscedastic regression
- On some two parameter estimators for the linear regression models with correlated predictors: simulation and application
- A new ridge type estimator and its performance for the linear regression model: simulation and application
- A new robust ridge estimator for linear regression model with non normal, heteroscedastic and autocorrelated errors
- Heteroscedastic-adjusted standard error based estimation of ridge parameter in the linear regression model
- New penalized M-estimators in robust ridge regression: real life applications using sports and tobacco data
- Comparing ridge regression estimators: exploring both new and old methods
- Weighted penalized m-estimators in robust ridge regression: an application to gasoline consumption data
- A new ridge estimator for linear regression model with some challenging behavior of error term
- Bagging-based ridge estimators for a linear regression model with non-normal and heteroscedastic errors
- Transformation of variables and the condition number in ridge estimation
- Performance of some new ridge parameters in two-parameter ridge regression model
- Novel heteroscedastic robust ridge M-estimators for linear regression model
- Modified robust ridge M-estimators to improve linear regression performance under multicollinearity and outliers
- Optimizing ridge regression through Bayesian estimators: a Lindley's approximation study
- Optimized two-parameter heteroscedastic-adjusted ridge estimators for linear regression model
- Bagging-based robust ridge M-estimators in linear regression model for mitigating multicollinearity and outliers
- Gini-weighted class of ridge estimators in linear regression with heteroscedastic errors
- Enhanced ridge regressions
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