Ridge Estimation under the Stochastic Restriction

DOI10.1080/03610926.2010.494809zbMATH Open1277.62177OpenAlexW2026868571MaRDI QIDQ2890102FDOQ2890102

Authors: M. Arashi, S. M. M. Tabatabaey 

Publication date: 8 June 2012

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

Full work available at URL: https://doi.org/10.1080/03610926.2010.494809

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Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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• Performance of Some New Ridge Regression Estimators
• Performance of some new preliminary test ridge regression estimators and their properties
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• Ridge Estimation to the Restricted Linear Model
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Estimation and decision for linear systems with elliptical random processes
• On Some Ridge Regression Estimators: An Empirical Comparisons
• Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
• A new stochastic mixed ridge estimator in linear regression model
• Estimation of parameters of parallelism model with elliptically distributed errors
• The skew elliptical distributions and their quadratic forms.

Cited In (19)

• Title not available (Why is that?)
• Simple regression in view of elliptical models
• Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models
• Improving the estimators of the parameters of a probit regression model: a ridge regression approach
• A simulation study on some restricted ridge regression estimators
• On ridge parameter estimators under stochastic subspace hypothesis
• A stochastic restricted ridge regression estimator
• Robust estimation in restricted linear regression
• Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors
• A nonlinear mixed–integer programming approach for variable selection in linear regression model
• A ridge regression estimation approach to the measurement error model
• Singular ridge regression with stochastic constraints
• Shrinkage ridge estimators in semiparametric regression models
• Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
• New Ridge Regression Estimator in Semiparametric Regression Models
• The generalized preliminary test estimator when different sets of stochastic restrictions are available
• Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors
• Ridge reconstruction of partially observed functional data is asymptotically optimal
• Ridge regression and asymptotic minimax estimation over spheres of growing dimension

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