A simulation study of biased estimators against the ordinary least squares estimator

DOI10.1080/03610919308813109zbMATH Open0775.62179OpenAlexW1490658650MaRDI QIDQ3135484FDOQ3135484

Authors: C. Thiart, C. G. Troskie, Derek O. Chalton, Timothy Dunne 

Publication date: 7 October 1993

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919308813109

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Cites Work

• Title not available (Why is that?)
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Ridge regression:some simulations
• On Biased Estimation in Linear Models
• A class of almost unbiased and efficient estimators of regression coefficients
• A simulation study of ridge and other regression estimators
• On small sample properties of the almost unbiased generalized ridge estimator
• A Comparison of Ridge Estimators
• A Simulation Study of Alternatives to Ordinary Least Squares
• Fractional principal components regression: a general approach to biased estimators

Cited In (1)

• Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study

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