An iterative approach to minimize the mean squared error in ridge regression

DOI10.1007/S00180-015-0557-YMaRDI QIDQ2354752zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 24 July 2015

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-015-0557-y

zbMATH Keywords

least squaresmulticollinearityoptimal ridge parameter

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(8)

• Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients
• Optimal determination of the parameters of some biased estimators using genetic algorithm
• Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study
• Comparison of deviance and ridge deviance residual-based control charts for monitoring Poisson profiles
• The optimality of iterative maximum penalized likelihood algorithms for ridge regression
• Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term
• A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing
• Variant of Greedy Randomized Gauss-Seidel Method for Ridge Regression

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