Finite Sample Properties of Ridge Estimators
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Publication:3875143
DOI10.2307/1268460zbMath0435.62071OpenAlexW4255773861MaRDI QIDQ3875143
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Publication date: 1980
Full work available at URL: https://doi.org/10.2307/1268460
efficiencyordinary least squares estimatornumerical comparisonexact momentsrelative biasrelative mean squared errorfinite sample properties of ridge estimators
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Exact distribution theory in statistics (62E15) Robustness and adaptive procedures (parametric inference) (62F35)
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Generalized ridge regression estimators under the LINEX loss function ⋮ Distribution and density functions of the feasible generalized ridge regression estimator ⋮ On small sample properties of the almost unbiased generalized ridge estimator ⋮ Bounds of the F-ratio incorporating the ordinary ridge regression estimator ⋮ A study of some ridge-type shrinkage estimators ⋮ The general expressions for the moments of lawless and wang's ordinary ridge regression estimator ⋮ Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study ⋮ A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models ⋮ Small sample properties of a ridge regression estimator when there exist omitted variables ⋮ Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated ⋮ The moments of the operational almost unbiased ridge regression estimator ⋮ Improving the estimation precision for a selected parameter in multiple regression analysis: An algebraic approach ⋮ Some properties of the distribution of an operational ridge estimator ⋮ On generalized ridge regression estimators under collinearity and balanced loss
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