Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion

DOI10.1007/S00362-009-0229-5MaRDI QIDQ451499zbMATH OpenOpenAlexFDO

Authors Luis Firinguetti, Gladys Bobadilla

Publication date 23 September 2012

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-009-0229-5

zbMATH Keywords

collinearity

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• Confidence Interval for Shrinkage Parameters in Ridge Regression
• Asymptotic Aspects of Ordinary Ridge Regression
• scientific article; zbMATH DE number 4076367
• Ridge Regression — 1980: Advances, Algorithms, and Applications
• Some Asymptotic Properties of Ridge Regression in a System of Seemingly Unrelated Regression Equations

Cites work

• scientific article; zbMATH DE number 3076197 (Why is no real title available?)
• A Statistical View of Some Chemometrics Regression Tools
• A simulation study of ridge and other regression estimators
• Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study
• Double bootstrap for shrinkage estimators
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators
• Graphical methods for evaluating ridge regression estimator in mixture experiments
• PRINCIPAL COMPONENTS AND THE PROBLEM OF MULTICOLLINEARITY(*)
• Regression analysis and problems of multicollinearity
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge estimated confidence intervals:a monte carlo evaluaion

Cited in

(8)

• Confidence Interval for Shrinkage Parameters in Ridge Regression
• Study of partial least squares and ridge regression methods
• Bayesian estimation of the shrinkage parameter in ridge regression
• Globaltest confidence regions and their application to ridge regression
• Applications of hyperellipsoidal prediction regions
• Bootstrapping multiple linear regression after variable selection
• Tolerance intervals from ridge regression in the presence of multicollinearity and high dimension
• Bootstrap confidence interval of ridge regression in linear regression model: A comparative study via a simulation study

This page was built for publication: Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q451499)