Jackknifing the Ridge Regression Estimator: A Revisit

DOI10.1080/03610926.2012.729640zbMath1308.62147OpenAlexW1971508024MaRDI QIDQ5177618

Yogendra P. Chaubey, Mansi Khurana, Shalini Chandra

Publication date: 13 March 2015

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

Full work available at URL: https://spectrum.library.concordia.ca/974163/1/1_12.pdf

zbMATH Keywords

ridge regressionmulticollinearityjackknife technique

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (6)

A Jackknifed estimators for the negative binomial regression model ⋮ Almost unbiased Liu-type estimators in gamma regression model ⋮ Adaptation of the jackknifed ridge methods to the linear mixed models ⋮ On the jackknife Kibria-Lukman estimator for the linear regression model ⋮ A jackknifed ridge estimator in probit regression model ⋮ A new modified Jackknifed estimator for the Poisson regression model

Cites Work

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• An unbalanced jackknife
• NOTES ON BIAS IN ESTIMATION
• On the almost unbiased ridge regression estimator
• A Simulation Study of Ridge Regression Estimators with Autocorrelated Errors
• Ridge regression:some simulations
• Some Asymptotic Properties of Jackknife Statistics
• Good ridge estimators based on prior information
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• Unbiased ridge estimation with prior information and ridge trace

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