MORE ON THE PRE-TEST ESTIMATOR IN RIDGE REGRESSION

DOI10.1081/STA-120004194zbMATH Open1075.62587OpenAlexW2018974240MaRDI QIDQ4449039FDOQ4449039

F. Akdeniz

Publication date: 4 February 2004

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

Full work available at URL: https://doi.org/10.1081/sta-120004194

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• EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION
• Performance analysis of the preliminary test estimator with series of stochastic restrictions

zbMATH Keywords

Least squares estimatorMulticollinearityRidge regression estimatorPre-test estimatorPre-test ridge regression estimatorRestricted least squares estimator

Mathematics Subject Classification ID

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

Cites Work

• Linear Statistical Inference and its Applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• Performance of some new preliminary test ridge regression estimators and their properties
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• Title not available (Why is that?)

Cited In (6)

• One some ridge regression estimators under possible stochastic constraints
• On the ridge regression estimator with sub-space restriction
• Performance analysis of the preliminary test estimator with series of stochastic restrictions
• Preliminary test and Stein-type shrinkage ridge estimators in robust regression
• EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION
• Performance of some new preliminary test ridge regression estimators and their properties

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