Modified ridge regression estimators

DOI10.1080/03610926.2011.593285zbMATH Open1294.62162OpenAlexW2047263004MaRDI QIDQ4929201FDOQ4929201

Authors: Ghadban Khalaf, Kristofer Mansson, Ghazi Shukur 

Publication date: 13 June 2013

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

Full work available at URL: https://doi.org/10.1080/03610926.2011.593285

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zbMATH Keywords

ridge regressionMonte Carlo simulationmulticollinearty

Mathematics Subject Classification ID

General nonlinear regression (62J02) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Performance of Some New Ridge Regression Estimators
• Ridge regression:some simulations
• On Some Ridge Regression Estimators: An Empirical Comparisons
• Developing Ridge Parameters for SUR Model
• Choosing Ridge Parameter for Regression Problems

Cited In (33)

• Bayesian estimation of ridge parameter under different loss functions
• Ridge Regression – A Simulation Study
• Modified robust ridge M-estimators for linear regression models: an application to tobacco data
• New quantile based ridge M-estimator for linear regression models with multicollinearity and outliers
• Bayesian Estimation of the Log–linear Exponential Regression Model with Censorship and Collinearity
• Ridge estimation in generalized linear models and proportional hazards regressions
• Tracking MSE efficiencies in ridge regression
• Enhanced ridge regressions
• Modified ridge analyses under nonstandard
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• A novel comparison of shrinkage methods based on multi criteria decision making in case of multicollinearity
• Improving efficiency of the HKB ordinary type ridge estimator
• Study of partial least squares and ridge regression methods
• New heteroscedasticity-adjusted ridge estimators in linear regression model
• Quantile based estimation of biasing parameters in ridge regression model
• Bayesian estimation of the shrinkage parameter in ridge regression
• An effective approach towards efficient estimation of general linear model in case of heteroscedastic errors
• Ridge regression estimator: combining unbiased and ordinary ridge regression methods of estimation
• Title not available (Why is that?)
• Choosing Ridge Parameter for Regression Problems
• Ridge parameter estimation for the linear regression model under different loss functions using T-K approximation
• Realization of ridge regression in MATLAB
• Further results concerning ridge regression
• Title not available (Why is that?)
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• Modified Ridge Parameters for Seemingly Unrelated Regression Model
• Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study
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• A comparison of some new and old robust ridge regression estimators
• Quantile-based robust ridge m-estimator for linear regression model in presence of multicollinearity and outliers
• Performance of Some New Ridge Regression Estimators

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