Ridge Analysis Following a Preliminary Test of the Shrunken Hypothesis

DOI10.2307/1268429zbMATH Open0324.62050OpenAlexW4238847433MaRDI QIDQ4088147FDOQ4088147

Authors: Robert L. Obenchain 

Publication date: 1975

Full work available at URL: https://doi.org/10.2307/1268429

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05)

Cited In (14)

• On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances
• A study of some ridge-type shrinkage estimators
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• Some properties of a class of biased regression estimators
• The r – d class estimator in generalized linear models: applications on gamma, Poisson and binomial distributed responses
• Comparison of regression estimators using Pitman measures of nearness.
• Minimum mean square error estimation in linear regression
• \(r\)-\(k\) class estimator in the linear regression model with correlated errors
• Generalized ridge regression, least squares with stochastic prior information, and Bayesian estimators
• Restricted minimum bias linear estimation in regression
• A comparison of biased regression estimators using a pitman nearness criterion
• On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
• Ridge estimation in linear models with heteroskedastic errors
• Performance of some new preliminary test ridge regression estimators and their properties

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