Predictive efficiency of ridge regression estimator

DOI10.2298/YJOR170114014TzbMATH Open1474.62271MaRDI QIDQ4987693FDOQ4987693

Authors:

Publication date: 3 May 2021

Published in: Yugoslav Journal of Operations Research (Search for Journal in Brave)

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zbMATH Keywords

linear regression modelridge regression estimatorleast squares predictorprediction within and outside sampleprior non-sample informationridge regression predictor

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Ridge regression:some simulations
• Linear models. Least squares and alternatives
• Pre-test procedures and forecasting in the regression model under restrictions

Cited In (3)

• Predictability measures for ridge regression models
• The prediction of the two parameter ridge estimator
• Evaluation of the predictive performance of the \(r\)-\(k\) and \(r\)-\(d\) class estimators

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