Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated

DOI10.1080/00949650802605739zbMath1187.62127MaRDI QIDQ3564756

Akio Namba, Kazuhiro Ohtani

Publication date: 26 May 2010

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650802605739

zbMATH Keywords

ridge regression; LINEX loss function; pre-test

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

Related Items

MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated, MSE Performance and Minimax Regret Significance Points for a HPT Estimator when each Individual Regression Coefficient is Estimated

Cites Work

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