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

DOI10.1080/03610929408831414MaRDI QIDQ4843643zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

ordinary ridge regression estimatorgeneral expressions for the moments

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Exact moments of lawless and wang's operational ridge regression estimator
• The exact general formulas for the moments of a ridge regression estimator when the regression error terms follow a multivariate t distribution
• Exact moments of feasible generalized ridge regression estimator and numerical evaluations
• Some theoretical results for generalized ridge regression estimators
• A further theoretical result for generalized ridge regression estimators
• The moments of the operational almost unbiased ridge regression estimator
• scientific article; zbMATH DE number 4115766

Cites work

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

Cited in

(10)

• Exact moments of feasible generalized ridge regression estimator and numerical evaluations
• 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
• MSE performance and minimax regret significance points for a HPT estimator under a multivariate \(t\) error distribution
• Applied regression analysis bibliography update 1994-97
• Exact moments of lawless and wang's operational ridge regression estimator
• Small sample properties of a ridge regression estimator when there exist omitted variables
• The moments of the operational almost unbiased ridge regression estimator
• The exact general formulas for the moments of a ridge regression estimator when the regression error terms follow a multivariate t distribution

This page was built for publication: The general expressions for the moments of lawless and wang's ordinary ridge regression estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4843643)