MORE ON THE PRE-TEST ESTIMATOR IN RIDGE REGRESSION

DOI10.1081/STA-120004194MaRDI QIDQ4449039zbMATH OpenOpenAlexFDO

Authors 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

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)

Recommendations

• Performance of some new preliminary test ridge regression estimators and their properties
• Improved estimation in a multivariate regression model
• On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances
• EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION
• Performance analysis of the preliminary test estimator with series of stochastic restrictions

Cites work

• scientific article; zbMATH DE number 3781344 (Why is no real title available?)
• scientific article; zbMATH DE number 1077338 (Why is no real title available?)
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• Linear Statistical Inference and its Applications
• Performance of some new preliminary test ridge regression estimators and their properties

Cited in

(9)

• On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances
• One some ridge regression estimators under possible stochastic constraints
• Preliminary testing of the Cobb-Douglas production function and related inferential issues
• 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
• Subspace-restricted elastic net estimation: applications in medical data
• Performance of some new preliminary test ridge regression estimators and their properties

This page was built for publication: MORE ON THE PRE-TEST ESTIMATOR IN RIDGE REGRESSION

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4449039)