More on the unbiased ridge regression estimation

DOI10.1007/S00362-014-0637-ZzbMATH Open1364.62190OpenAlexW2005652256MaRDI QIDQ259652FDOQ259652

Authors: Jibo Wu, Hu Yang 

Publication date: 18 March 2016

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-014-0637-z

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zbMATH Keywords

mean squared errorordinary least squares estimatorPitman's closeness criterionunbiased ridge estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Using Liu-Type Estimator to Combat Collinearity
• The Pitman comparison of unbiased linear estimators
• Pitman nearness in statistical estimation. A panel discussion on recent developments
• Linear estimators under Pitman nearness criterion
• Performance of Kibria's methods in partial linear ridge regression model
• Comparison of some estimators under the Pitman's closeness criterion in linear regression model
• Comparison of estimators of the location parameter using pitman's closeness criterion
• Pitman closeness comparison of linear estimators:a canonical form
• Comparisons of the Unbiased Ridge Estimation to the Other Estimations
• Comparison of Linear Estimators Using Pitman's Measure of Closeness
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• Unbiased ridge estimation with prior information and ridge trace
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• Erratum to: Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion
• Some comments on: Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion.
• Performance of Some New Ridge Regression Estimators
• The pitman nearness criterion and its determination
• Performance of Kibria's method for the heteroscedastic ridge regression model: some Monte Carlo evidence
• A combined nonlinear programming model and Kibria method for choosing ridge parameter regression
• A Note on Comparison of (Non) Linear Estimators Using Pitman's Measure of Closeness
• Comparison of regression estimators using Pitman measures of nearness.
• Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion

Cited In (4)

• More on the restricted ridge regression estimation
• Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data
• Comparisons of the Unbiased Ridge Estimation to the Other Estimations
• Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data

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