THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION

DOI10.1081/STA-120013010MaRDI QIDQ4792109zbMATH OpenFDO

Authors Hernán Rubio, Luis Firinguetti

Publication date 11 February 2003

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

zbMATH Keywords

ridge regressiondistribution functiondensity functioncollinearitybiased estimationshrinkage parametersHoerl-Kennard parameter

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• A note on the moments of stochastic shrinkage parameters in ridge regression
• A generalized ridge regression estimator and its finite sample properties
• On the distribution of shrinkage parameters of Liu-type estimators
• A stochastic restricted ridge regression estimator
• A Stein rule estimator which shrinks towards the ridge regression estimator

Cites work

• scientific article; zbMATH DE number 1239310 (Why is no real title available?)
• A Statistical View of Some Chemometrics Regression Tools
• A note on the moments of stochastic shrinkage parameters in ridge regression
• A simulation study of ridge and other regression estimators
• DENSITY FUNCTION AND RELATIVE EFFICIENCY OF THE MODIFIED GENERALIZED RIDGE REGRESSION ESTIMATORS
• Graphical methods for evaluating ridge regression estimator in mixture experiments
• Length modified ridge regression
• Local influence in ridge regression
• On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances
• Performance of some new preliminary test ridge regression estimators and their properties
• Ridge Regression: Applications to Nonorthogonal Problems
• Ridge regression:some simulations
• Some properties of generalized ridge estimators
• Stability of the inverse correlation matrix. Partial ridge regression
• The general expressions for the moments of lawless and wang's ordinary ridge regression estimator

Cited in

(8)

• The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models
• Confidence Interval for Shrinkage Parameters in Ridge Regression
• A note on the moments of stochastic shrinkage parameters in ridge regression
• Influence in the elliptical modified ridge regression
• Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime
• On the distribution of shrinkage parameters of Liu-type estimators
• Assessing global influential observations in modified ridge regression
• The distribution of stochastic shrinkage biasing parameters of the Liu type estimator

This page was built for publication: THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4792109)