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

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

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• Generalized multivariate ridge regression estimate and criteria Q(c) for choosing matrix \(K^*\)
• The general linear test in the ridge regression
• A geometric interpretation of Mallows' \(C_p\) statistic and an alternative plot in variable selection
• A non-iterative optimization method for smoothness in penalized spline regression
• Geometry and properties of generalized ridge regression in high dimensions
• Bayes estimation of Gompertz distribution parameters and acceleration factor under partially accelerated life tests with type-I censoring
• Data-driven ridge regression for Aalen's additive risk model
• Multicollinearity and financial constraint in investment decisions: a Bayesian generalized ridge regression
• Subset selection in linear regression using generalized ridge estimator
• Variable selection in linear regression based on ridge estimator
• scientific article; zbMATH DE number 5811354 (Why is no real title available?)

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