On small sample properties of the almost unbiased generalized ridge estimator

almost unbiased generalized ridge estimator AUGRE bias reduction domination exact first two moments mean square error relative efficiency small sample properties

Mathematics Subject Classification ID

Point estimation (62F10) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

A class of almost unbiased and efficient estimators of regression coefficients
A simulation study of ridge and other regression estimators
Finite Sample Properties of Ridge Estimators
scientific article; zbMATH DE number 3744346 (Why is no real title available?)
scientific article; zbMATH DE number 3806769 (Why is no real title available?)
Ridge Regression: Biased Estimation for Nonorthogonal Problems
Ridge regression:some simulations
Some properties of generalized ridge estimators

Cited in

(24)

The moments of the operational almost unbiased ridge regression estimator
New biased estimators under the LINEX loss function
A first-order approximated jackknifed ridge estimator in binary logistic regression
Almost unbiased Liu-type estimators in gamma regression model
On the Performance of the Jackknifed Modified Ridge Estimator in the Linear Regression Model with Correlated or Heteroscedastic Errors
A simulation study of biased estimators against the ordinary least squares estimator
MSE performance of a heterogeneous pre-test ridge regression estimator
The relative performances of improved ridge estimators and an empirical bayes estimator: some monte carlo results
On the almost unbiased ridge regression estimator
Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated
Some conditions for optimality of the almost unbiased estimators of regression coefficients
On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
A note on almost unbiased generalized ridge regression estimator under asymmetric loss
A new class of efficient and debiased two-step shrinkage estimators: method and application
Adaptation of the jackknifed ridge methods to the linear mixed models
Multicollinearity and financial constraint in investment decisions: a Bayesian generalized ridge regression
Efficiency of an almost unbiased two-parameter estimator in linear regression model
Another proposal about the new two-parameter estimator for linear regression model with correlated regressors
Almost unbiased ridge estimator in the gamma regression model
Efficiency of a Liu-type estimator in semiparametric regression models
Jackknifed estimators for generalized linear models with multicollinearity
An almost unbiased Liu-type estimator in the linear regression model
On exact small sample properties of ordinary ridge estimators
A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors

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