Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion
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Publication:451499
DOI10.1007/S00362-009-0229-5zbMATH Open1247.62178OpenAlexW2042089500MaRDI QIDQ451499FDOQ451499
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
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Cites Work
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- A Statistical View of Some Chemometrics Regression Tools
- Title not available (Why is that?)
- Generalized Asymptotic Expansions of Cornish-Fisher Type
- Double bootstrap for shrinkage estimators
- Ridge estimated confidence intervals:a monte carlo evaluaion
- Regression analysis and problems of multicollinearity
- PRINCIPAL COMPONENTS AND THE PROBLEM OF MULTICOLLINEARITY(*)
- Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators
- A simulation study of ridge and other regression estimators
- Graphical methods for evaluating ridge regression estimator in mixture experiments
- Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study
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
- Bootstrap confidence interval of ridge regression in linear regression model: A comparative study via a simulation study
- Tolerance intervals from ridge regression in the presence of multicollinearity and high dimension
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