Generalized ridge regression and a generalization of theCPstatistic

DOI10.1080/02664760120074988zbMATH Open0992.62066OpenAlexW2110765468MaRDI QIDQ4540909FDOQ4540909

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

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Mathematics Subject Classification ID

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

Cited In (16)

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• Subset selection in linear regression using generalized ridge estimator
• Generalized multivariate ridge regression estimate and criteria Q(c) for choosing matrix \(K^*\)
• Geometry and properties of generalized ridge regression in high dimensions
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• 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
• The general linear test in the ridge regression
• Variable selection in linear regression based on ridge estimator
• Boosting ridge regression
• 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
• Data-driven ridge regression for Aalen's additive risk model
• Bayes estimation of Gompertz distribution parameters and acceleration factor under partially accelerated life tests with type-I censoring
• Estimation of the constant term when using ridge regression

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