A Generalized Stochastic Restricted Ridge Regression Estimator

DOI10.1080/03610926.2012.724506zbMath1305.62237OpenAlexW2071715558MaRDI QIDQ5172809

M. I. Alheety, B. M. Golam Kibria

Publication date: 5 February 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.724506

zbMATH Keywords

multicollinearitylinear regression modelstochastic linear restrictionsordinary mixed estimator

Mathematics Subject Classification ID

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

Related Items (4)

Robust estimation in restricted linear regression ⋮ Shrinkage parameter selection via modified cross-validation approach for ridge regression model ⋮ On the weighted mixed Liu-type estimator under unbiased stochastic restrictions ⋮ Preliminary test and Stein-type shrinkage ridge estimators in robust regression

Cites Work

• A new biased estimator based on ridge estimation
• Improvement of the Liu estimator in linear regression model
• On some ridge regression estimators: a nonparametric approach
• On Some Ridge Regression Estimators: An Empirical Comparisons
• Confidence Interval for Shrinkage Parameters in Ridge Regression
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• A new class of blased estimate in linear regression
• Performance of Some New Ridge Regression Estimators
• Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Improvement of the Liu Estimator in Weighted Mixed Regression

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