Exact moments of lawless and wang's operational ridge regression estimator

DOI10.1080/03610928708829399zbMATH Open0621.62074OpenAlexW2024015632MaRDI QIDQ3757199FDOQ3757199

Authors Luis Firinguetti

Publication date 1987

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

Full work available at URL https://doi.org/10.1080/03610928708829399

zbMATH Keywords

exact biasmatrix of second order momentsnormality of the disturbancesoperational ridge regression estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A simulation study of ridge and other regression estimators
• Finite-Sample Properties of the k-Class Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables
• The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model

Cited in

(8)

• Some properties of the distribution of an operational ridge estimator
• Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study
• The general expressions for the moments of lawless and wang's ordinary ridge regression estimator
• The exact properties of the lawless and wang operational ridge regression estimator in a misspecified regression equation
• The moments of the operational almost unbiased ridge regression estimator
• Adaptive unified biased estimators of parameters in linear model
• Improving the estimation precision for a selected parameter in multiple regression analysis: An algebraic approach
• On choosing the level of significance for the goldfeld and quandt heteroskedasticity pretesting

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