Jackknifing the Ridge Regression Estimator: A Revisit

DOI10.1080/03610926.2012.729640MaRDI QIDQ5177618zbMATH OpenOpenAlexFDO

Authors Mansi Khurana, Y. P. Chaubey, 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

jackknife techniquemulticollinearityridge regression

Mathematics Subject Classification ID

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

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Cites work

• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• A Simulation Study of Ridge Regression Estimators with Autocorrelated Errors
• An unbalanced jackknife
• Good ridge estimators based on prior information
• scientific article; zbMATH DE number 1239310 (Why is no real title available?)
• NOTES ON BIAS IN ESTIMATION
• On the almost unbiased ridge regression estimator
• Ridge regression:some simulations
• Some Asymptotic Properties of Jackknife Statistics
• Unbiased ridge estimation with prior information and ridge trace

Cited in

(15)

• Almost unbiased Liu-type estimators in gamma regression model
• Two jackknifed ridge estimators in linear models
• On the Performance of the Jackknifed Modified Ridge Estimator in the Linear Regression Model with Correlated or Heteroscedastic Errors
• scientific article; zbMATH DE number 4126511 (Why is no real title available?)
• Jackknifing in regression
• A Jackknifed estimators for the negative binomial regression model
• Adaptation of the jackknifed ridge methods to the linear mixed models
• A jackknifed ridge estimator in probit regression model
• A new modified jackknifed estimator for the Poisson regression model
• Improving precision for jackknifed ridge type estimation
• On the jackknife Kibria-Lukman estimator for the linear regression model
• Jackknife Kibria-Lukman estimator for the beta regression model
• Jackknifed estimators for generalized linear models with multicollinearity
• Almost unbiased Liu type estimator in Bell regression model: theory, simulation and application
• Applications of the jackknife procedure in ridge regression

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