More on the unbiased ridge regression estimation

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

Hu Yang, Jibo Wu

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

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

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• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Using Liu-Type Estimator to Combat Collinearity
• The Pitman comparison of unbiased linear estimators
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• Pitman closeness comparison of linear estimators:a canonical form
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• Comparison of Linear Estimators Using Pitman's Measure of Closeness
• Good ridge estimators based on prior information
• 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 (3)

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

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