A simulation study of deterministic ridge estimators

DOI10.1080/00949658608810902zbMATH Open0605.62075OpenAlexW2113978718MaRDI QIDQ3742525FDOQ3742525

Authors: Tze-San Lee 

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/00949658608810902

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zbMATH Keywords

singular value decompositionmean squared errorsimulation studyleast squares estimatorfinite sample propertiesridge estimatorsdeterministic ridge rules

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression in Practice
• A Simulation Study of Some Ridge Estimators
• Title not available (Why is that?)
• Mean Squared Error Properties of Generalized Ridge Estimators
• Selecting the optimum k in ridge regression
• Ridge regression from principal component point of view

Cited In (1)

• Title not available (Why is that?)

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