THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION

DOI10.1081/STA-120013010zbMath1009.62055MaRDI QIDQ4792109

Luis Firinguetti, Hernán Rubio

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

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

Related Items (6)

On the distribution of shrinkage parameters of Liu-type estimators ⋮ Influence in the Elliptical Modified Ridge Regression ⋮ The distribution of stochastic shrinkage biasing parameters of the Liu type estimator ⋮ Assessing global influential observations in modified ridge regression ⋮ The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models ⋮ Confidence Interval for Shrinkage Parameters in Ridge Regression

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• A note on the moments of stochastic shrinkage parameters in ridge regression
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• Ridge Regression: Applications to Nonorthogonal Problems

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