Selection buasubg parameters in adaptive ridge regression estimators
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Publication:4031299
DOI10.1080/07474939208800246zbMath0760.62065MaRDI QIDQ4031299
Derrick Shannon Tracy, Anil K. Srivastava
Publication date: 1 April 1993
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939208800246
mean squared error matrix; regression estimators; bias vector; biasing parameter; adaptive ridge regression estimators; characterizing scalar
Cites Work
- A Critique of Some Ridge Regression Methods
- The Minimum Mean Square Error Linear Estimator and Ridge Regression
- A simulation study of ridge and other regression estimators
- Minimax Adaptive Generalized Ridge Regression Estimators
- On the minimum mean squared error estimators in a regression model
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge Regression: Applications to Nonorthogonal Problems