An application of the local influence approach to ridge regression

DOI10.1080/02664769922511zbMATH Open1072.62608OpenAlexW2095454170MaRDI QIDQ4935546FDOQ4935546

R. M. Loynes, Nedret Billor

Publication date: 1999

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664769922511

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• Local influence: a new approach

Cited In (15)

• Influence in the Elliptical Modified Ridge Regression
• Local Influence Analysis for The Ridge Regression Under Stochastic Linear Restrictions
• Local Influence Diagnostics in the Modified Ridge Regression
• Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions
• Diagnostic analysis for a vector autoregressive model under Student^′s t‐distributions
• Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
• An Application of the Local Influence Diagnostics to Ridge Regression Under Elliptical Model
• Influence diagnostics in gamma ridge regression model
• Local influence in seemingly unrelated regression model with ridge estimate
• REGRESSION DIAGNOSTIC USING LOCAL INFLUENCE: A REVIEW
• New influence diagnostics in ridge regression
• Assessing Influence on the Liu Estimates in Linear Regression Models
• Diagnostics in multivariate generalized Birnbaum-Saunders regression models
• Generalized Tobit models: diagnostics and application in econometrics
• Influence diagnostics for robust P-splines using scale mixture of normal distributions

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