A simulation study of some ridge regression estimators under different distributional assump\-tions
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Cites work
- A simulation study of ridge and other regression estimators
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- Performance of some new preliminary test ridge regression estimators and their properties
- Performance of Some New Ridge Regression Estimators
- Robust Statistics
- Some Modifications for Choosing Ridge Parameters
- Theory of Preliminary Test and Stein‐Type Estimation With Applications
Cited in
(36)- Combining two-parameter and principal component regression estimators
- Improved ridge regression estimators for the logistic regression model
- Using heteroscedasticity-consistent standard errors for the linear regression model with correlated regressors
- On developing ridge regression parameters: a graphical investigation
- On the Liu estimation of Bell regression model in the presence of multicollinearity
- A simulation study of deterministic ridge estimators
- scientific article; zbMATH DE number 1216596 (Why is no real title available?)
- A simulation study on some restricted ridge regression estimators
- Evaluation of the predictive performance of the r-k and r-d class estimators
- Comparison of partial least squares with other prediction methods via generated data
- Bayesian estimation of the biasing parameter for ridge regression: A novel approach
- A new class of efficient and debiased two-step shrinkage estimators: method and application
- Efficiency of Mansson’s method: Some numerical findings about the role of biasing parameter in the estimation of distributed lag model
- Partial ridge regression under multicollinearity
- Performance of some ridge regression estimators for the multinomial logit model
- Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: a Monte Carlo evidence
- Singular ridge regression with stochastic constraints
- Performance of Kibria, Khalaf, and Shurkur's methods when the eigenvalues are skewed
- Definition and properties of \(m\)-dimensional \(n\)-principal points
- Modified Liu-type estimator based on (\(r\)-\(k\)) class estimator
- Performance of Kibria's method for the heteroscedastic ridge regression model: some Monte Carlo evidence
- A combined nonlinear programming model and Kibria method for choosing ridge parameter regression
- A new robust ridge parameter estimator based on search method for linear regression model
- The Almon M-estimator for the distributed lag model in the presence of outliers
- Average ordinary least squares<scp>‐centered</scp> penalized regression: A more efficient way to address multicollinearity than ridge regression
- Modified robust ridge M-estimators for linear regression models: an application to tobacco data
- New robust ridge estimators for the linear regression model with outliers
- Using ridge regression to estimate factors affecting the number of births. A comparative study
- On some robust Liu estimators for the linear regression model with outliers: theory, simulation and application
- Mitigating multicollinearity and outliers in regression: comparison of some new and old robust ridge M-estimators
- Robust ridge regression estimators for nonlinear models with applications to high throughput screening assay data
- New penalized M-estimators in robust ridge regression: real life applications using sports and tobacco data
- Weighted penalized m-estimators in robust ridge regression: an application to gasoline consumption data
- Robust estimation of the distributed lag model with multicollinearity and outliers
- Modified robust ridge M-estimators to improve linear regression performance under multicollinearity and outliers
- Performance of some ridge estimators for the gamma regression model
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