A note on new feasible generalized ridge regression estimator under the linex loss function

DOI10.1080/0094965021000043025zbMath1053.62082OpenAlexW2097342067MaRDI QIDQ4460626

Fikri Akdeniz, Akio Namba

Publication date: 18 May 2004

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0094965021000043025

zbMATH Keywords

ridge regressionrelative risk

Mathematics Subject Classification ID

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

Related Items (2)

Generalized Liu Type Estimators Under Zellner's Balanced Loss Function ⋮ Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated

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