Bounds of the F-ratio incorporating the ordinary ridge regression estimator

DOI10.1016/0165-1765(85)90173-9zbMATH Open1273.62176OpenAlexW2081809681MaRDI QIDQ375111FDOQ375111

Authors: Kazuhiro Ohtani 

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(85)90173-9

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Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Title not available (Why is that?)
• Ridge regression:some simulations
• Title not available (Why is that?)
• The sampling distribution of shrinkage estimators and their F-ratios in the regression model
• Finite Sample Properties of Ridge Estimators
• Title not available (Why is that?)

Cited In (2)

• A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator
• Tests of regression coefficients under ridge regression models

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