Unbiased ridge estimation with prior information and ridge trace
From MaRDI portal
Publication:4337071
DOI10.1080/03610929508831620zbMath0937.62616OpenAlexW2053820106MaRDI QIDQ4337071
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
Related Items
A new version of unbiased ridge regression estimator under the stochastic restricted linear regression model ⋮ Principal component ridge type estimator for the inverse Gaussian regression model ⋮ Combining two-parameter and principal component regression estimators ⋮ A revised Cholesky decomposition to combat multicollinearity in multiple regression models ⋮ A new parameter estimation technique using prior information of parameters in nonlinear model with multicollinear data ⋮ An unbiased two-parameter estimation with prior information in linear regression model ⋮ Graphical methods for evaluating ridge regression estimator in mixture experiments ⋮ Jackknifing the Ridge Regression Estimator: A Revisit ⋮ Combining Unbiased Ridge and Principal Component Regression Estimators ⋮ Applied regression analysis bibliography update 1994-97 ⋮ Comparison of some estimators under the Pitman's closeness criterion in linear regression model ⋮ Comparisons of the Unbiased Ridge Estimation to the Other Estimations ⋮ More on the unbiased ridge regression estimation
Cites Work
- Unnamed Item
- A ridge-type estimator and good prior means
- Ridge regression:some simulations
- Data Analysis Using Stein's Estimator and its Generalizations
- Good ridge estimators based on prior information
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge Regression: Applications to Nonorthogonal Problems
- Symbolic Matrix Derivatives
