On Some Ridge Regression Estimators: An Empirical Comparisons

DOI10.1080/03610910802592838zbMath1160.62337OpenAlexW1999187230MaRDI QIDQ3625337

Gisela Muniz, B. M. Golam Kibria

Publication date: 12 May 2009

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

Full work available at URL: https://doi.org/10.1080/03610910802592838

zbMATH Keywords

estimationsimulationridge regressionbiasMSEmulticollinearity

Mathematics Subject Classification ID

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Cites Work

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• A Simulation Study of Some Ridge Estimators
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A simulation study of ridge and other regression estimators
• A Simulation Study of Alternatives to Ordinary Least Squares
• Performance of some new preliminary test ridge regression estimators and their properties
• Using Liu-Type Estimator to Combat Collinearity
• Developing Ridge Parameters for SUR Model
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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