Improved ridge estimators in a linear regression model
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Publication:5128900
DOI10.1080/02664763.2012.740623OpenAlexW1977871022MaRDI QIDQ5128900
Zhenfeng Yu, Feng Gao, Xu-Qing Liu
Publication date: 26 October 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2012.740623
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Cites Work
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- Linearized Ridge Regression Estimator Under the Mean Squared Error Criterion in a Linear Regression Model
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- A Monte Carlo Evaluation of Some Ridge-Type Estimators
- A new class of blased estimate in linear regression
- The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
- A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge Regression: Applications to Nonorthogonal Problems
- Mean Square Error of Prediction as a Criterion for Selecting Variables
