Some theoretical results for generalized ridge regression estimators
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Publication:1069246
DOI10.1016/0304-4076(84)90046-0zbMATH Open0583.62065OpenAlexW2072364820MaRDI QIDQ1069246FDOQ1069246
Authors: J. Pradel, Claude Fourgeaud, Christian Gouriéroux 
Publication date: 1984
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.cepremap.fr/depot/couv_orange/co8207.pdf
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Cites Work
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge Regression: Applications to Nonorthogonal Problems
- Estimation with quadratic loss.
- Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
- Title not available (Why is that?)
- Estimation of parameters in a linear model
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- Instability of Regression Coefficients Illustrated
Cited In (10)
- A further theoretical result for generalized ridge regression estimators
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- A generalized diagonal ridge estimator
- Some Asymptotic Properties of Ridge Regression in a System of Seemingly Unrelated Regression Equations
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- The general expressions for the moments of lawless and wang's ordinary ridge regression estimator
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- Bounds of the F-ratio incorporating the ordinary ridge regression estimator
- On generalized ridge regression estimators under collinearity and balanced loss
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