A note on almost unbiased generalized ridge regression estimator under asymmetric loss
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Publication:4942509
DOI10.1080/00949659908811943zbMath0936.62078MaRDI QIDQ4942509
Publication date: 18 May 2000
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659908811943
62J07: Ridge regression; shrinkage estimators (Lasso)
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Uses Software
Cites Work
- A class of almost unbiased and efficient estimators of regression coefficients
- Local asymptotic minimax risk bounds for asymmetric loss functions
- Admissible estimation for finite population under the Linex loss function
- Generalized ridge regression estimators under the LINEX loss function
- Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss
- On small sample properties of the almost unbiased generalized ridge estimator
- A simulation study of ridge and other regression estimators
- Distribution and density functions of the feasible generalized ridge regression estimator
