Concentration reversals in ridge regression
DOI10.1016/J.SPL.2009.07.022zbMATH Open1176.62069OpenAlexW2070779385WikidataQ57447149 ScholiaQ57447149MaRDI QIDQ1036736FDOQ1036736
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
Recommendations
Diagnostics, and linear inference and regression (62J20) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Some Comments on C P
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- A Statistical View of Some Chemometrics Regression Tools
- Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
- The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
- Performance of Some New Ridge Regression Estimators
- Ridge regression:some simulations
- On Random Variables with Comparable Peakedness
- On Some Ridge Regression Estimators: An Empirical Comparisons
- Multivariate Calibration — Direct and Indirect Regression Methodology
- The Structure and Analysis of Spherical Time-Dependent Processes
- Symmetry and unimodality in linear inference
- Anomalies in the analysis of calibrated data
Cited In (4)
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