Comparisons of the Unbiased Ridge Estimation to the Other Estimations

DOI10.1080/03610920601033652zbMath1315.62062MaRDI QIDQ3436014

M. Revan Özkale, Selahattin Kaçıranlar

Publication date: 8 May 2007

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

Full work available at URL: https://doi.org/10.1080/03610920601033652

zbMATH Keywords

residual; multicollinearity; ordinary least squares estimator; \(r\)-\(k\) class estimator; ordinary ridge regression estimator; unbiased ridge regression estimator

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

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