Unbiased ridge estimation with prior information and ridge trace

DOI10.1080/03610929508831620MaRDI QIDQ4337071zbMATH OpenOpenAlexFDO

Authors Robert H. Crouse, Chun Jin, R. Choudary Hanumara

Publication date 13 June 2000

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

Full work available at URL https://doi.org/10.1080/03610929508831620

zbMATH Keywords

multicollinearityprior informationmean square errorridge traceunbiased ridge estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• A ridge-type estimator and good prior means
• Data Analysis Using Stein's Estimator and its Generalizations
• Good ridge estimators based on prior information
• Ridge Regression: Applications to Nonorthogonal Problems
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations
• Symbolic Matrix Derivatives

Cited in

(17)

• Principal component ridge type estimator for the inverse Gaussian regression model
• More on the unbiased ridge regression estimation
• A new version of unbiased ridge regression estimator under the stochastic restricted linear regression model
• Jackknifing the Ridge Regression Estimator: A Revisit
• A revised Cholesky decomposition to combat multicollinearity in multiple regression models
• Using a priori data to refine parameter estimates
• Graphical methods for evaluating ridge regression estimator in mixture experiments
• A new parameter estimation technique using prior information of parameters in nonlinear model with multicollinear data
• Combining two-parameter and principal component regression estimators
• A Rational Interpretation of the Ridge Trace
• Comparison of some estimators under the Pitman's closeness criterion in linear regression model
• An unbiased two-parameter estimation with prior information in linear regression model
• Comparisons of the Unbiased Ridge Estimation to the Other Estimations
• Applied regression analysis bibliography update 1994-97
• Combining Unbiased Ridge and Principal Component Regression Estimators
• scientific article; zbMATH DE number 2086842 (Why is no real title available?)
• Some remarks on a ridge-type-estimator and good prior means

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