On small sample properties of the almost unbiased generalized ridge estimator

DOI10.1080/03610928608829203zbMATH Open0611.62079OpenAlexW2060725109MaRDI QIDQ3750833FDOQ3750833

Authors: Kazuhiro Ohtani 

Publication date: 1986

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829203

Recommendations

• On the almost unbiased ridge regression estimator
• 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
• The moments of the operational almost unbiased ridge regression estimator
• A note on almost unbiased generalized ridge regression estimator under asymmetric loss

zbMATH Keywords

bias reductionmean square errordominationrelative efficiencysmall sample propertiesalmost unbiased generalized ridge estimatorAUGREexact first two moments

Mathematics Subject Classification ID

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

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations
• Title not available (Why is that?)
• A class of almost unbiased and efficient estimators of regression coefficients
• Finite Sample Properties of Ridge Estimators
• Title not available (Why is that?)
• A simulation study of ridge and other regression estimators
• Some properties of generalized ridge estimators

Cited In (22)

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

This page was built for publication: On small sample properties of the almost unbiased generalized ridge estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3750833)