A generalized ridge regression estimator and its finite sample properties
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Publication:4241685
DOI10.1080/03610929908832353zbMATH Open0919.62069OpenAlexW1592191020MaRDI QIDQ4241685FDOQ4241685
Authors: Luis Firinguetti 
Publication date: 26 May 1999
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929908832353
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Point estimation (62F10) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge Regression: Applications to Nonorthogonal Problems
- Ridge Regression in Practice
- A Class of Biased Estimators in Linear Regression
- Explicit and Constrained Generalized Ridge Estimation
- An Explicit Solution for Generalized Ridge Regression
- Some properties of generalized ridge estimators
Cited In (15)
- Some theoretical results for generalized ridge regression estimators
- Title not available (Why is that?)
- A note on the moments of stochastic shrinkage parameters in ridge regression
- THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION
- Model averaging estimator in ridge regression and its large sample properties
- Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated
- A non stochastic ridge regression estimator and comparison with the James-Stein estimator
- Title not available (Why is that?)
- On exact small sample properties of ordinary ridge estimators
- Performance of some ridge estimators for the gamma regression model
- Fast Cross-validation for Multi-penalty High-dimensional Ridge Regression
- Some properties of the distribution of an operational ridge estimator
- MSE Performance of a Heterogeneous Pre-Test Ridge Regression Estimator
- Bounds of the F-ratio incorporating the ordinary ridge regression estimator
- Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
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