Characterization of Ridge Trace Behavior

DOI10.1081/STA-200063266MaRDI QIDQ5314581zbMATH OpenOpenAlexFDO

Authors Racheal Zhang, Gary C. McDonald

Publication date 5 September 2005

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

Full work available at URL https://doi.org/10.1081/sta-200063266

zbMATH Keywords

banded matrixintraclass correlationridge regressionridge traceToeplitz correlation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Measures of association (correlation, canonical correlation, etc.) (62H20) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A Class of Biased Estimators in Linear Regression
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• A Rational Interpretation of the Ridge Trace
• A simulation study of ridge and other regression estimators
• A Simulation Study of Some Ridge Estimators
• A Statistical View of Some Chemometrics Regression Tools
• Good ridge estimators based on prior information
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• Ridge estimator in singulah oesiun with application to age-period-cohort analysis of disease rates
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Cited in

(12)

• Assessing global influential observations in modified ridge regression
• On ridge operators
• Variations on ridge traces in regression
• On the choice of the ridge parameter: a maximum entropy approach
• Computational method for jackknifed generalized ridge tuning parameter based on generalized maximum entropy
• Anomalies in the Foundations of Ridge Regression
• A Rational Interpretation of the Ridge Trace
• Some characterizations of the ribge trace
• Ridge regression and generalized maximum entropy: an improved version of the ridge-GME parameter estimator
• Influence in the elliptical modified ridge regression
• Ridge Estimation for Uncertain Moving Average Model Under Imprecise Observations
• On the choice of the ridge parameter: a generalized maximum Tsallis entropy approach

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