Linearized Ridge Regression Estimator in Linear Regression

DOI10.1080/03610921003746693zbMath1277.62173MaRDI QIDQ3015925

Xu-Qing Liu, Feng Gao

Publication date: 13 July 2011

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

Full work available at URL: https://doi.org/10.1080/03610921003746693

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

Related Items

Linearized Restricted Ridge Regression Estimator in Linear Regression, General linear estimators under the prediction error sum of squares criterion in a linear regression model, Improved ridge estimators in a linear regression model, Non-Diagonal-Type Estimator in Linear Regression, A new linearized ridge Poisson estimator in the presence of multicollinearity, Optimal generalized ridge estimator under the generalized cross-validation criterion in linear regression, On linearized ridge logistic estimator in the presence of multicollinearity, Linearized Ridge Regression Estimator Under the Mean Squared Error Criterion in a Linear Regression Model, Robust Linearized Ridge M-estimator for Linear Regression Model

Cites Work

• A new biased estimator based on ridge estimation
• An alternative stochastic restricted Liu estimator in linear regression
• A new class of blased estimate in linear regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation