Singular Ridge Regression With Stochastic Constraints
From MaRDI portal
Publication:5259130
DOI10.1080/03610926.2012.763097zbMath1328.62456OpenAlexW2083188997MaRDI QIDQ5259130
Mohammad Arashi, Mohammad Janfada, Mina Norouzirad
Publication date: 24 June 2015
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2012.763097
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)
Related Items (8)
Robust ridge estimator in restricted semiparametric regression models ⋮ Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion ⋮ A revised Cholesky decomposition to combat multicollinearity in multiple regression models ⋮ On the ridge regression estimator with sub-space restriction ⋮ Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model ⋮ Performance analysis of the preliminary test estimator with series of stochastic restrictions ⋮ Efficiency of the QR class estimator in semiparametric regression models to combat multicollinearity ⋮ The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models
Cites Work
- Efficiency of the modified jackknifed Liu-type estimator
- Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
- An alternative stochastic restricted Liu estimator in linear regression
- Ridge Estimation under the Stochastic Restriction
- A Simulation Study of Some Ridge Regression Estimators under Different Distributional Assumptions
- Liu-type estimator in semiparametric regression models
- On Some Ridge Regression Estimators: An Empirical Comparisons
- Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
- A new class of blased estimate in linear regression
- Performance of some new preliminary test ridge regression estimators and their properties
- On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
- Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
- Performance of Some New Ridge Regression Estimators
- Using Liu-Type Estimator to Combat Collinearity
- More on the restricted ridge regression estimation
- A new ridge-type estimator in stochastic restricted linear regression
- Ridge Estimation to the Restricted Linear Model
- Theory of Preliminary Test and Stein‐Type Estimation With Applications
- Improvement of the Liu Estimator in Weighted Mixed Regression
This page was built for publication: Singular Ridge Regression With Stochastic Constraints
