More on the restricted ridge regression estimation
DOI10.1080/00949655.2010.491480zbMATH Open1327.62405OpenAlexW2081458895MaRDI QIDQ5300745FDOQ5300745
Authors: Selahattin Kaçıranlar, Sadullah Sakallıoğlu, M. Revan Özkale, Hüseyin Güler
Publication date: 28 June 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2010.491480
Recommendations
- The restricted least squares estimator and ridge regression
- Ridge Estimation to the Restricted Linear Model
- Comment on Ridge Estimation to the Restricted Linear Model
- Ridge regression revisited
- More on the unbiased ridge regression estimation
- Further results concerning ridge regression
- More on the two-parameter estimation in the restricted regression
- A stochastic restricted ridge regression estimator
- scientific article; zbMATH DE number 3879946
ridge regressionmulticollinearitymean square errorrestricted least squaresrestricted ridge regression
Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- A Monte Carlo Evaluation of Some Ridge-Type Estimators
- Using Liu-Type Estimator to Combat Collinearity
- Good ridge estimators based on prior information
- Title not available (Why is that?)
- Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
- Restricted ridge estimation.
- Ridge regression:some simulations
- Mean squared error comparisons of the modified ridge regression estimator and iiie restricted ridge regression estimator
- Ridge Estimation to the Restricted Linear Model
- Linear models. Least squares and alternatives
- A new estimator combining the ridge regression and the restricted least squares methods of estimation
- Comment on Ridge Estimation to the Restricted Linear Model
- Mean squared error matrix comparisons between biased estimators — An overview of recent results
- A Comparison of Mixed and Ridge Estimators of Linear Models
- Necessary and sufficient conditions for superiority of misspecified restricted least squares regression estimator
- A ridge-type estimator and good prior means
- The restricted least squares estimator and ridge regression
- On ecological regression and ridge estimation
Cited In (24)
- Modified and restricted \(r\)-\(k\) class estimators
- Inequality constrained ridge regression estimator
- More on the unbiased ridge regression estimation
- On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function
- Robust ridge estimator in restricted semiparametric regression models
- Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression
- Estimation in a linear regression model with stochastic linear restrictions: a new two-parameter-weighted mixed estimator
- Ridge Estimation to the Restricted Linear Model
- A simulation study on some restricted ridge regression estimators
- Title not available (Why is that?)
- Restricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responses
- Recent results in ridge regression methods
- Feasible generalized Stein-rule restricted ridge regression estimators
- Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function
- Restricted two parameter ridge estimator
- Ridge estimator with correlated errors and two-stage ridge estimator under inequality restrictions
- New Bayesian approach to the estimation in simultaneous equations model
- Singular ridge regression with stochastic constraints
- Shrinkage ridge estimators in semiparametric regression models
- Linearized restricted ridge regression estimator in linear regression
- The stochastic restricted ridge estimator in generalized linear models
- The relative efficiency of the restricted estimators in linear regression models
- The feasible generalized restricted ridge regression estimator
- Predictive performance of linear regression models
This page was built for publication: More on the restricted ridge regression estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5300745)