Operational ridge regression estimators under the prediction goal

DOI10.1080/03610927908827837zbMATH Open0414.62049OpenAlexW2093293347MaRDI QIDQ3049693FDOQ3049693

Authors: Krishna Kadiyala 

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1080/03610927908827837

zbMATH Keywords

asymptotic expansionmean square errorordinary least squares estimatorsconditional mean forecastingordinary ridge estimators

Mathematics Subject Classification ID

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

Cites Work

• Finite-Sample Properties of the k-Class Estimators
• Moments of the Ratio of the Mean Square Successive Difference to the Mean Square Difference in Samples From a Normal Universe
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables
• Comparison of k-Class Estimators When the Disturbances Are Small
• A Note on the Statistical Testability of 'Explicit Causal Chains' Against the Class of 'Interdependent' Models
• Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least-Squares Estimators in the Case of Two Included Endogenous Variables

Cited In (1)

• James - stein regression estimation in a prediction context

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