scientific article; zbMATH DE number 1071729

MaRDI QIDQ4359042zbMATH OpenFDO

Authors I. Ethem Güney, M. Öztürk

Publication date 7 October 1997

zbMATH Keywords

multicollinearityasymptotic optimalityridge estimators

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• Some properties of generalized ridge estimators
• scientific article; zbMATH DE number 4064293
• Asymptotic Aspects of Ordinary Ridge Regression
• Asymptotic efficiency of ridge estimator in linear and semiparametric linear models
• Ridge estimator revisited
• A class of generalized ridge estimators
• Some properties of the distribution of an operational ridge estimator

Cited in

(2)

• Some Asymptotic Properties of Ridge Regression in a System of Seemingly Unrelated Regression Equations
• On exact small sample properties of ordinary ridge estimators

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4359042)