Distribution and density functions of the feasible generalized ridge regression estimator

DOI10.1080/03610929308831182zbMath0800.62416MaRDI QIDQ4275840

Kazuhiro Ohtani

Publication date: 31 January 1994

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

Full work available at URL: https://doi.org/10.1080/03610929308831182

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62E15: Exact distribution theory in statistics

Related Items

The general expressions for the moments of lawless and wang's ordinary ridge regression estimator, A note on almost unbiased generalized ridge regression estimator under asymmetric loss, A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors, Improving the estimation precision for a selected parameter in multiple regression analysis: An algebraic approach, On generalized ridge regression estimators under collinearity and balanced loss, 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, On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse

Cites Work

• A likelihood ratio test for the equality of proportions of two normal populations
• Some properties of generalized ridge estimators
• EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION
• Finite Sample Properties of Ridge Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems