A Monte Carlo Study of Recent Ridge Parameters

DOI10.1080/03610910701208619zbMath1121.62067OpenAlexW2164888939MaRDI QIDQ3447106

M. A. Alkhamisi, Ghazi Shukur

Publication date: 28 June 2007

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

Full work available at URL: https://doi.org/10.1080/03610910701208619

zbMATH Keywords

tablesMonte Carlo simulationsridge regressionmulticollinearity

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Monte Carlo methods (65C05)

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Cites Work

• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A simulation study of ridge and other regression estimators
• Performance of some new preliminary test ridge regression estimators and their properties
• Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests
• Choosing Ridge Parameter for Regression Problems
• Performance of Some New Ridge Regression Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Unnamed Item

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