Generalized ridge regression and a generalization of theCPstatistic

DOI10.1080/02664760120074988MaRDI QIDQ4540909zbMATH OpenOpenAlexFDO

Authors Christopher J. Page, Stephen G. Walker

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

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

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Cited in

(17)

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• A geometric interpretation of Mallows' \(C_p\) statistic and an alternative plot in variable selection
• Generalized multivariate ridge regression estimate and criteria Q(c) for choosing matrix K^*
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• A small-sample choice of the tuning parameter in ridge regression
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• Variable selection in linear regression based on ridge estimator
• Bayes estimation of Gompertz distribution parameters and acceleration factor under partially accelerated life tests with type-I censoring
• More Comments on C P
• Estimation of the constant term when using ridge regression
• Multicollinearity and financial constraint in investment decisions: a Bayesian generalized ridge regression
• The general linear test in the ridge regression
• Subset selection in linear regression using generalized ridge estimator
• Geometry and properties of generalized ridge regression in high dimensions
• A non-iterative optimization method for smoothness in penalized spline regression
• Data-driven ridge regression for Aalen's additive risk model

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