On small sample properties of the almost unbiased generalized ridge estimator

DOI10.1080/03610928608829203MaRDI QIDQ3750833zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3744346 (Why is no real title available?)
• scientific article; zbMATH DE number 3806769 (Why is no real title available?)
• 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
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations
• 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
• On exact small sample properties of ordinary ridge estimators
• Almost unbiased Liu-type estimators in gamma regression model
• 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
• The moments of the operational almost unbiased ridge regression estimator
• On the Performance of the Jackknifed Modified Ridge Estimator in the Linear Regression Model with Correlated or Heteroscedastic Errors
• 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

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