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

DOI10.1080/03610929808832655zbMATH Open0960.62068OpenAlexW1988246602MaRDI QIDQ4383753FDOQ4383753

Sadullah Sakallıoğlu, Selahattin Kaçıranlar, 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

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

zbMATH Keywords

ridge regressionprior informationmean square error matrixrestricted ridge regression

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (13)

• Influence in the Elliptical Modified Ridge Regression
• More on the restricted ridge regression estimation
• Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression
• Local Influence Diagnostics in the Modified Ridge Regression
• A new ridge-type estimator in stochastic restricted linear regression
• The weighted ridge estimator in stochastic restricted linear measurement error models
• Two Kinds of Restricted Estimators in Singular Linear Regression
• Restricted ridge estimation.
• 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
• Some remarks on a ridge-type-estimator and good prior means
• A ridge-type estimator and good prior means

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