A non stochastic ridge regression estimator and comparison with the James-Stein estimator

DOI10.1080/03610926.2013.879892zbMATH Open1341.62213OpenAlexW2333883238MaRDI QIDQ2811432FDOQ2811432

Authors: Luis Firinguetti, Hernán Rubio, Y. P. Chaubey 

Publication date: 10 June 2016

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.879892

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zbMATH Keywords

ridge regressionmulticollinearitymean square errorJames-Stein estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Title not available (Why is that?)
• Performance of Some New Ridge Regression Estimators
• Performance of Kibria's method for the heteroscedastic ridge regression model: some Monte Carlo evidence
• On Some Ridge Regression Estimators: An Empirical Comparisons
• A generalized ridge regression estimator and its finite sample properties

Cited In (2)

• A Stein rule estimator which shrinks towards the ridge regression estimator
• Shrinkage estimators for prediction out-of-sample: conditional performance

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