Ridge regression iterative estimation of the biasing parameter

DOI10.1080/03610927608827333MaRDI QIDQ4091303zbMATH OpenOpenAlexFDO

Authors A. E. Hoerl, Robert W. Kennard

Publication date 1976

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

Full work available at URL https://doi.org/10.1080/03610927608827333

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

Cites work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations

Cited in

(38)

• Optimal weighting of a priori statistics in linear estimation theory
• A general approach of least squares estimation and optimal filtering
• A study of some ridge-type shrinkage estimators
• Ridge Regression: Degrees of Freedom in the Analysis of Variance
• Another proposal about the new two-parameter estimator for linear regression model with correlated regressors
• Improved model identification for non-linear systems using a random subsampling and multifold modelling (RSMM) approach
• A New Two-Parameter Estimator in Linear Regression
• Fuzzy-weighted estimation in ridge regression analysis
• Enhanced ridge regressions
• A jackknifed ridge estimator in probit regression model
• MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS
• Biased discriminant analysis: Evaluation of the optimum probability of misclassification
• Least trimmed squares ridge estimation in partially linear regression models
• A biased-robust regression technique for the combined outlier-multicollinearity problem
• An iterative approach to minimize the mean squared error in ridge regression
• Influence in the elliptical modified ridge regression
• Local influence in seemingly unrelated regression model with ridge estimate
• Generalized ridge regression, least squares with stochastic prior information, and Bayesian estimators
• Fractional principal components regression: a general approach to biased estimators
• OCReP: an optimally conditioned regularization for pseudoinversion based neural training
• Assessing global influential observations in modified ridge regression
• Ridge regression and the Lasso: how do they do as finders of significant regressors and their multipliers?
• Ridge estimation of transfer function weights
• Optimal determination of the parameters of some biased estimators using genetic algorithm
• Small sample properties of ridge estimators with normal and non-normal disturbances
• On a modification of Marquardt's compromise: Rationale and applications
• The stochastic restricted ridge estimator in generalized linear models
• The modified Liu-ridge-type estimator: a new class of biased estimators to address multicollinearity
• The distribution of the ratios of characteristic roots (condition numbers) and their applications in principal component or ridge regression
• Comparison of biasing parameter computational techniques in ridge-type estimation
• Predictive performance of linear regression models
• Using Liu-Type Estimator to Combat Collinearity
• Prediction of sports injuries in football: a recurrent time-to-event approach using regularized Cox models
• Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study
• A new class of blased estimate in linear regression
• Reviving some geometric aspects of shrinkage estimation in linear models
• Determination of unit hydrographs by multiple storm analysis
• Adaptive ridge estimator in a linear regression model with spherically symmetric error under constraint

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