Shrinkage parameter selection via modified cross-validation approach for ridge regression model
From MaRDI portal
(Redirected from Publication:5086327)
Cites work
- A class of generalized ridge estimators
- A combined nonlinear programming model and Kibria method for choosing ridge parameter regression
- A generalized stochastic restricted ridge regression estimator
- A Monte Carlo Evaluation of Some Ridge-Type Estimators
- A permutation approach for selecting the penalty parameter in penalized model selection
- A small-sample choice of the tuning parameter in ridge regression
- A VIF-based optimization model to alleviate collinearity problems in multiple linear regression
- Choosing Ridge Parameter for Regression Problems
- Combining Unbiased Ridge and Principal Component Regression Estimators
- Cross validation of ridge regression estimator in autocorrelated linear regression models
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Modified ridge regression parameters: a comparative Monte Carlo study
- New Shrinkage Parameters for the Liu-type Logistic Estimators
- On Some Ridge Regression Estimators: An Empirical Comparisons
- Performance of Some New Ridge Regression Estimators
- Predictive performance of linear regression models
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge regression:some simulations
- Selection of the ridge parameter using mathematical programming
- Some Modifications for Choosing Ridge Parameters
- Variable Selection and Shrinkage: Comparison of Some Approaches
Cited in
(18)- Bayesian estimation of the biasing parameter for ridge regression: A novel approach
- Ridge parameter estimation for the linear regression model under different loss functions using T-K approximation
- Poisson average maximum likelihood-centered penalized estimator: a new estimator to better address multicollinearity in Poisson regression
- A novel comparison of shrinkage methods based on multi criteria decision making in case of multicollinearity
- A modified ridge estimator in Cox regression model
- An improved ridge-type estimator leveraging weighted least squares and horn’s scaling for heteroscedastic regression
- Mitigating multicollinearity and outliers in regression: comparison of some new and old robust ridge M-estimators
- Coverage-based performance of confidence intervals for linear regression coefficients under multicollinearity: simulation and application
- A new ridge type estimator and its performance for the linear regression model: simulation and application
- Heteroscedastic-adjusted standard error based estimation of ridge parameter in the linear regression model
- Adaptive partial least squares estimation addressing heteroscedasticity and multicollinearity: a Monte Carlo simulation evidence
- Enhancing model predictions through the fusion of stein estimator and principal component regression
- Heteroscedasticity consistent ridge regression estimators in linear regression model
- Influence diagnostics in geographically weighted ridge regression
- A new general biased estimator in linear measurement error model
- EM algorithm for generalized ridge regression with spatial covariates
- A new improved estimator for the gamma regression model
- Bootstrap Liu-type estimator for Conway-Maxwell-Poisson regression model
This page was built for publication: Shrinkage parameter selection via modified cross-validation approach for ridge regression model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5086327)
