Concentration reversals in ridge regression

DOI10.1016/J.SPL.2009.07.022MaRDI QIDQ1036736zbMATH OpenOpenAlexWikidataFDO

Authors Donald R. Jensen, Donald E. Ramirez

Publication date 13 November 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2009.07.022

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A Statistical View of Some Chemometrics Regression Tools
• Anomalies in the analysis of calibrated data
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Multivariate Calibration — Direct and Indirect Regression Methodology
• On Random Variables with Comparable Peakedness
• On Some Ridge Regression Estimators: An Empirical Comparisons
• Performance of Some New Ridge Regression Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations
• Some Comments on C P
• Symmetry and unimodality in linear inference
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
• The Structure and Analysis of Spherical Time-Dependent Processes

Cited in

(4)

• Tracking MSE efficiencies in ridge regression
• Anomalies in the Foundations of Ridge Regression
• Characterization of Ridge Trace Behavior
• Variations on ridge traces in regression

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