Extension of the ridge regression technique to non-linear models with additive errors
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Publication:374812
DOI10.1016/0165-1765(83)90130-1zbMath1273.62175WikidataQ128066871 ScholiaQ128066871MaRDI QIDQ374812
Publication date: 24 October 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(83)90130-1
62J07: Ridge regression; shrinkage estimators (Lasso)
62J02: General nonlinear regression
91B82: Statistical methods; economic indices and measures
Cites Work
- An Algorithm for Least-Squares Estimation of Nonlinear Parameters
- Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
- The Computation of FIML Estimates as Iterative Generalized Least Squares Estimates in Linear and Nonlinear Simultaneous Equations Models
- Bayesian analysis of a three-component hierarchical design model
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
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