Generalized ridge regression estimators under the LINEX loss function
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Publication:1893385
DOI10.1007/BF02926024zbMATH Open0820.62064MaRDI QIDQ1893385FDOQ1893385
Authors: Yanyan Li 
Publication date: 3 July 1995
Published in: Statistical Papers (Search for Journal in Brave)
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Cites Work
- Title not available (Why is that?)
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Bayesian Estimation and Prediction Using Asymmetric Loss Functions
- EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION
- Finite Sample Properties of Ridge Estimators
- Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
- Title not available (Why is that?)
- On the admissibility of an estimator of a normal mean vector under a LINEX loss function
- The existence theorem in general ridge regression
- On the admissibility of c[Xbar] + d with respect to the linex loss function
- ESTIMATION OF THE PARAMETER OF A POISSON DISTRIBUTION USING A LINEX LOSS FUNCTION
Cited In (27)
- A further theoretical result for generalized ridge regression estimators
- Stein-type improved estimation of standard error under asymmetric LINEX loss function
- A note on almost unbiased generalized ridge regression estimator under asymmetric loss
- Bayes Estimation of Shift Point in Normal Sequence and Its Application to Statistical Process Control
- Some theoretical results for generalized ridge regression estimators
- Idea of constructing an image of Bayes action
- Ridge regression revisited
- Stein estimation -- a review
- Linearized ridge regression estimator in linear regression
- Risk performance of a pre-test estimator for normal variance with the Stein-variance estimator under the LINEX loss function
- Minimum mean-squared error estimation in linear regression with an inequality constraint
- Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses
- Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated
- Title not available (Why is that?)
- Regression models using the LINEX loss to predict lower bounds for the number of points for approximating planar contour shapes
- On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss
- An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss
- A note on new feasible generalized ridge regression estimator under the linex loss function
- Minimax and \(\Gamma\)-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted
- Ridge parameter estimation for the linear regression model under different loss functions using T-K approximation
- Inadmissibility of the Stein-rule estimator under the balanced loss function
- The general expressions for the moments of lawless and wang's ordinary ridge regression estimator
- Generalized Liu Type Estimators Under Zellner's Balanced Loss Function
- New biased estimators under the LINEX loss function
- Minimax invariant estimator of continuous distribution function under LINEX loss
- Further results on the generalized Liu-type estimators under the balanced loss function
- On generalized ridge regression estimators under collinearity and balanced loss
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