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

DOI10.1016/0165-1765(85)90173-9MaRDI QIDQ375111zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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• scientific article; zbMATH DE number 3879946
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Cites work

• scientific article; zbMATH DE number 3744346 (Why is no real title available?)
• scientific article; zbMATH DE number 3443026 (Why is no real title available?)
• scientific article; zbMATH DE number 3059918 (Why is no real title available?)
• Finite Sample Properties of Ridge Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations
• The sampling distribution of shrinkage estimators and their F-ratios in the regression model

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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