Mean squared error comparisons of the modified ridge regression estimator and iiie restricted ridge regression estimator

DOI10.1080/03610929808832655MaRDI QIDQ4383753zbMATH OpenOpenAlexFDO

Authors Selahattin Kaçıranlar, Sadullah Sakallıoğlu, F. Akdeniz

Publication date 4 May 1998

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

Full work available at URL https://doi.org/10.1080/03610929808832655

zbMATH Keywords

ridge regressionprior informationmean square error matrixrestricted ridge regression

Mathematics Subject Classification ID

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

Recommendations

• The restricted least squares estimator and ridge regression
• A ridge-type estimator and good prior means
• The Research on Two Kinds of Restricted Biased Estimators Based on Mean Squared Error Matrix
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• Some remarks on a ridge-type-estimator and good prior means

Cites work

• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• A ridge-type estimator and good prior means
• Good ridge estimators based on prior information
• Linear Statistical Inference and its Applications
• On Biased Estimation in Linear Models
• Ridge Regression: Applications to Nonorthogonal Problems
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• The restricted least squares estimator and ridge regression

Cited in

(13)

• Two kinds of restricted estimators in singular linear regression
• More on the restricted ridge regression estimation
• Efficiency of the restricted r-d class estimator in linear regression
• A new ridge-type estimator in stochastic restricted linear regression
• The weighted ridge estimator in stochastic restricted linear measurement error models
• Restricted ridge estimation.
• Influence in the elliptical modified ridge regression
• A new stochastic mixed ridge estimator in linear regression model
• Assessing global influential observations in modified ridge regression
• The relative efficiency of the restricted estimators in linear regression models
• Local influence diagnostics in the modified ridge regression
• Some remarks on a ridge-type-estimator and good prior means
• A ridge-type estimator and good prior means

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