Restricted two parameter ridge estimator

DOI10.1111/ANZS.12053MaRDI QIDQ2803541zbMATH OpenOpenAlexFDO

Authors Gülesen Üstündağ Şiray, Selma Toker

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

zbMATH Keywords

ridge regressionmodified ridge estimatorrestricted ridge estimatortwo parameter ridge estimator

Mathematics Subject Classification ID

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

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

Cites work

• scientific article; zbMATH DE number 1239310 (Why is no real title available?)
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Good ridge estimators based on prior information
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• More on the restricted ridge regression estimation
• On the performance of two parameter ridge estimator under the mean square error criterion
• Performance of Some New Ridge Regression Estimators
• Restricted ridge estimation.
• Ridge Estimation to the Restricted Linear Model
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression in two-parameter solution
• Two-parameter ridge regression and its convergence to the eventual pairwise model

Cited in

(8)

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

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