scientific article; zbMATH DE number 3806769
From MaRDI portal
Publication:4749036
zbMATH Open0511.62084MaRDI QIDQ4749036FDOQ4749036
Authors: H. D. Vinod, Aman Ullah 
Publication date: 1981
Title of this publication is not available (Why is that?)
Bayesian inference (62F15) Ridge regression; shrinkage estimators (Lasso) (62J07) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (84)
- Investigating the two parameter analysis of Lipovetsky for simultaneous systems
- A new estimator combining the ridge regression and the restricted least squares methods of estimation
- Admissibility for linear estimators of regression coefficient in a general Gauss-Markoff model under balanced loss function
- Ill-conditioning and multicollinearity
- Inequality constrained ridge regression estimator
- A semiparametric generalized ridge estimator and link with model averaging
- Multicollinearity in simultaneous equations system: evaluation of estimation performance of two-parameter estimator
- Superiority comparisons of heterogeneous linear estimators
- A modified generalized mixed regression estimator when disturbances are nonnormal
- On small sample properties of the almost unbiased generalized ridge estimator
- Comment on “A Note on Collinearity Diagnostics and Centering” by Velilla (2018)
- Combining the unrestricted estimators into a single estimator and a simulation study on the unrestricted estimators
- Adaptive unified biased estimators of parameters in linear model
- Principal components regression estimator and a test for the restrictions
- Predictability measures for ridge regression models
- Two-stage Liu estimator in a simultaneous equations model
- All admissible linear estimators of a regression coefficient under a balanced loss function
- On the admissibility of restricted least squares estimators
- Efficiency of a Liu-type estimator in semiparametric regression models
- Addressing the distributed lag models with heteroscedastic errors
- A Jackknifed Ridge M-estimator for regression model with multicollinearity and outliers
- Large sample asymptotic properties of the double k-class estimators in linear regression models
- The sampling distribution of shrinkage estimators and their F-ratios in the regression model
- Mixed estimation of old‐age mortality
- Testing for inequality constraints in singular models by trimming or winsorizing the variance matrix
- Improved estimation under collinearity and squared error loss
- A monte carlo study of collinearity in linear simultaneous equation models∗
- Multiobjective regression modification for collinearity
- Recent results in ridge regression methods
- A stochastic restricted ridge regression estimator
- Ridge regression versus ols by pitman's closeness under quadratic and fisher's loss
- Robust estimation in restricted linear regression
- A new look at Akaike's Bayesian information criterion for inverse ill-posed problems
- On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification
- Ridge estimator with correlated errors and two-stage ridge estimator under inequality restrictions
- Choosing Ridge Parameter for Regression Problems
- A feasible minimum risk estimator interpretation to Stein-rule estimators in linear regression model
- Comparisons among some estimators in misspecified linear models with multicollinearity
- Obtaining initial parameter estimates for nonlinear systems using multicriteria associative memories
- The optimal extended balanced loss function estimators
- Predictive efficiency of improved estimators in restricted regression models
- On the inadmssibelity of ridge estimator in a linear model
- On the asymptotic bias and mean squared error of an improved estimator for coefficients in linear regression
- The positive-part Stein-rule estimator and tests of linear hypotheses
- The Almon two parameter estimator for the distributed lag models
- A note on adaptive generalized ridge regression estimator
- Bayes pre-test estimation for the change point of the changing one parameter exponential family
- Double bootstrap for shrinkage estimators
- Collinearity detection in linear regression models
- Dual‐ and triple‐mode matrix approximation and regression modelling
- Ridge regression in two-parameter solution
- The approximate distribution function of the Stein-rule estimator
- Asymptotic Aspects of Ordinary Ridge Regression
- A generalized class of shrinkage estimators in linear regression when disturbances are not normal
- Leverages and influential observations in a regression model with autocorrelated errors
- On necessary and sufficient condition for superiority of ridge estimator over least squares estimator
- A synthesis of stein-rule and mixed regression procedures inlinear regression models under non-normality
- Standardization of Variables and Collinearity Diagnostic in Ridge Regression
- Effects of correlated disturbances of some regression problems
- Distribution of a generalized \(t\) ratio
- A class of almost unbiased and efficient estimators of regression coefficients
- Exact maximum likelihood regression estimation with \(\text{ARMA}(n,n-1)\) errors
- Risk performance of some shrinkage estimators
- A note on ridge regression
- Optimization methods for regularization-based ill-posed problems: a survey and a multi-objective framework
- Performance of some new preliminary test ridge regression estimators and their properties
- On generalized ridge regression estimators under collinearity and balanced loss
- Efficiency of Mansson’s method: Some numerical findings about the role of biasing parameter in the estimation of distributed lag model
- Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: a Monte Carlo evidence
- A new parameter estimation technique using prior information of parameters in nonlinear model with multicollinear data
- Computational method for jackknifed generalized ridge tuning parameter based on generalized maximum entropy
- New Bayesian approach to the estimation in simultaneous equations model
- Compactness Hypothesis, Potential Functions, and Rectifying Linear Space in Machine Learning
- Identification of arma models with non-gaussian innovations
- Restricted minimum bias linear estimation in regression
- Impacts of equi-correlated responses on multicollinearity
- A general structure for the unbiased estimate of the parameter's estimable function in linear regression
- A comparison of biased regression estimators using a pitman nearness criterion
- The relative performances of improved ridge estimators and an empirical bayes estimator: some monte carlo results
- Stein-rule estimation in models with a lagged-dependemt variable
- A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators
- Restricted estimation of distributed lag model from a Bayesian point of view
- Mixed linear regression with equi-cross-correlated errors.
- Some conditions for optimality of the almost unbiased estimators of regression coefficients
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4749036)
