The general expressions for the moments of lawless and wang's ordinary ridge regression estimator

DOI10.1080/03610929408831414zbMATH Open0850.62113OpenAlexW2015599575MaRDI QIDQ4843643FDOQ4843643

Authors: Hideo Kozumi, Kazuhiro Ohtani 

Publication date: 17 August 1995

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

Full work available at URL: https://doi.org/10.1080/03610929408831414

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• scientific article; zbMATH DE number 4115766

zbMATH Keywords

ordinary ridge regression estimatorgeneral expressions for the moments

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION
• A Simulation Study of Some Ridge Estimators
• Ridge regression:some simulations
• Finite Sample Properties of Ridge Estimators
• Generalized ridge regression estimators under the LINEX loss function
• A simulation study of ridge and other regression estimators
• Distribution and density functions of the feasible generalized ridge regression estimator
• Exact moments of lawless and wang's operational ridge regression estimator
• The exact properties of the lawless and wang operational ridge regression estimator in a misspecified regression equation

Cited In (8)

• MSE performance and minimax regret significance points for a HPT estimator under a multivariate t error distribution
• A note on the moments of stochastic shrinkage parameters in ridge regression
• THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION
• Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model
• Applied regression analysis bibliography update 1994-97
• Exact moments of lawless and wang's operational ridge regression estimator
• The moments of the operational almost unbiased ridge regression estimator
• Small sample properties of a ridge regression estimator when there exist omitted variables

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