THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION

DOI10.1081/STA-120013010zbMATH Open1009.62055MaRDI QIDQ4792109FDOQ4792109

Authors: Hernán Rubio, Luis Firinguetti 

Publication date: 11 February 2003

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

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

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)

Cites Work

• Ridge Regression: Applications to Nonorthogonal Problems
• A Statistical View of Some Chemometrics Regression Tools
• Title not available (Why is that?)
• Ridge regression:some simulations
• Performance of some new preliminary test ridge regression estimators and their properties
• Local influence in ridge regression
• On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances
• A simulation study of ridge and other regression estimators
• Graphical methods for evaluating ridge regression estimator in mixture experiments
• A note on the moments of stochastic shrinkage parameters in ridge regression
• The general expressions for the moments of lawless and wang's ordinary ridge regression estimator
• Some properties of generalized ridge estimators
• Length modified ridge regression
• Stability of the inverse correlation matrix. Partial ridge regression
• DENSITY FUNCTION AND RELATIVE EFFICIENCY OF THE MODIFIED GENERALIZED RIDGE REGRESSION ESTIMATORS

Cited In (8)

• Influence in the Elliptical 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
• A note on the moments of stochastic shrinkage parameters in 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)