A generalized ridge regression estimator and its finite sample properties
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Publication:4241685
DOI10.1080/03610929908832353zbMath0919.62069MaRDI QIDQ4241685
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
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
62F10: Point estimation
Related Items
Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression, Fast Cross-validation for Multi-penalty High-dimensional Ridge Regression, Performance of some ridge estimators for the gamma regression model, A non stochastic ridge regression estimator and comparison with the James-Stein estimator, MSE Performance of a Heterogeneous Pre-Test Ridge Regression Estimator, Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated
Cites Work
- Some properties of generalized ridge estimators
- An Explicit Solution for Generalized Ridge Regression
- A Class of Biased Estimators in Linear Regression
- Ridge Regression in Practice
- Explicit and Constrained Generalized Ridge Estimation
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge Regression: Applications to Nonorthogonal Problems
