Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study
DOI10.1080/03610919508813264zbMATH Open0850.62533OpenAlexW2044018350MaRDI QIDQ4859863FDOQ4859863
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Publication date: 15 January 1996
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919508813264
Probabilistic methods, stochastic differential equations (65C99) Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
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- Title not available (Why is that?)
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge Regression: Applications to Nonorthogonal Problems
- On the bootstrap and confidence intervals
- Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
- Ridge regression:some simulations
- Finite Sample Properties of Ridge Estimators
- Ridge estimated confidence intervals:a monte carlo evaluaion
- A simulation study of ridge and other regression estimators
- Bootstrap inversion of Edgeworth expansions for nonparametric confidence intervals
- Exact moments of lawless and wang's operational ridge regression estimator
Cited In (6)
- Cox regression analysis in presence of collinearity: an application to assessment of health risks associated with occupational radiation exposure
- A note on a commonly used ridge regression Monte Carlo design
- Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion
- Penalized partial likelihood regression for right-censored data with bootstrap selection of the penalty parameter
- Applied regression analysis bibliography update 1994-97
- Improving the estimation precision for a selected parameter in multiple regression analysis: An algebraic approach
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