Some theoretical results for generalized ridge regression estimators

DOI10.1016/0304-4076(84)90046-0MaRDI QIDQ1069246zbMATHOpenAlexFDO

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

zbMATH Keywords

confidence regionsoptimalityridge regression estimatorsordinary least squares estimatorsOLS estimatorstransformed explanatory variables

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 3657002 (Why is no real title available?)
• scientific article; zbMATH DE number 3443026 (Why is no real title available?)
• Estimation of parameters in a linear model
• Estimation with quadratic loss.
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• Instability of Regression Coefficients Illustrated
• Ridge Regression: Applications to Nonorthogonal Problems
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

Cited in

(11)

• scientific article; zbMATH DE number 3879946 (Why is no real title available?)
• On generalized ridge regression estimators under collinearity and balanced loss
• scientific article; zbMATH DE number 3963013 (Why is no real title available?)
• A further theoretical result for generalized ridge regression estimators
• Some Asymptotic Properties of Ridge Regression in a System of Seemingly Unrelated Regression Equations
• A generalized diagonal ridge estimator
• The general expressions for the moments of lawless and wang's ordinary ridge regression estimator
• Bounds of the F-ratio incorporating the ordinary ridge regression estimator
• Geometry and properties of generalized ridge regression in high dimensions
• scientific article; zbMATH DE number 4076367 (Why is no real title available?)
• scientific article; zbMATH DE number 5811354 (Why is no real title available?)

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