Restricted two parameter ridge estimator

DOI10.1111/ANZS.12053zbMATH Open1337.62174OpenAlexW2034953641MaRDI QIDQ2803541FDOQ2803541

Selma Toker, Gülesen Üstündağ Şiray

Publication date: 2 May 2016

Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12053

Recommendations

• More on the two-parameter estimation in the restricted regression
• The Restricted and Unrestricted Two-Parameter Estimators
• On the restricted almost unbiased two-parameter estimator in linear regression model
• Restricted ridge estimation.
• A stochastic restricted two-parameter estimator in linear regression model

zbMATH Keywords

ridge regressionmodified ridge estimatorrestricted ridge estimatortwo parameter ridge estimator

Mathematics Subject Classification ID

Point estimation (62F10) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Good ridge estimators based on prior information
• Title not available (Why is that?)
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• Performance of Some New Ridge Regression Estimators
• More on the restricted ridge regression estimation
• Restricted ridge estimation.
• Ridge Estimation to the Restricted Linear Model
• On the performance of two parameter ridge estimator under the mean square error criterion
• Two-parameter ridge regression and its convergence to the eventual pairwise model
• Ridge regression in two-parameter solution

Cited In (6)

• Estimation in a linear regression model with stochastic linear restrictions: a new two-parameter-weighted mixed estimator
• Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model
• Ridge regression in two-parameter solution
• Defining a two-parameter estimator: a mathematical programming evidence
• Two-parameter ridge estimation in seemingly unrelated regression models
• On the performance of two parameter ridge estimator under the mean square error criterion

This page was built for publication: Restricted two parameter ridge estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2803541)