Generalized ridge regression and a generalization of theCPstatistic

DOI10.1080/02664760120074988zbMATH Open0992.62066OpenAlexW2110765468MaRDI QIDQ4540909FDOQ4540909

Stephen G. Walker, Christopher J. Page

Publication date: 28 July 2002

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760120074988

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Empirical decision procedures; empirical Bayes procedures (62C12)

Cited In (10)

• Subset selection in linear regression using generalized ridge estimator
• Generalized multivariate ridge regression estimate and criteria Q(c) for choosing matrix \(K^*\)
• Title not available (Why is that?)
• Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods
• Multicollinearity and financial constraint in investment decisions: a Bayesian generalized ridge regression
• A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion
• Variable selection in linear regression based on ridge estimator
• A non-iterative optimization method for smoothness in penalized spline regression
• A geometric interpretation of Mallows' \(C_p\) statistic and an alternative plot in variable selection
• Bayes estimation of Gompertz distribution parameters and acceleration factor under partially accelerated life tests with type-I censoring

This page was built for publication: Generalized ridge regression and a generalization of theC_Pstatistic

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4540909)