The successive raising estimator and its relation with the ridge estimator

DOI10.1080/03610926.2016.1260738zbMath1462.62417OpenAlexW2551777261WikidataQ57447141 ScholiaQ57447141MaRDI QIDQ4595894

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Publication date: 6 December 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1260738

zbMATH Keywords

collinearityStein estimatorsridge estimatorsraised estimators

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (3)

A Geometrical Interpretation of Collinearity: A Natural Way to Justify Ridge Regression and Its Anomalies ⋮ Mitigating collinearity in linear regression models using ridge, surrogate and raised estimators ⋮ Residualization: justification, properties and application

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