Shrinkage ridge estimators in linear regression
DOI10.1080/03610918.2012.718838zbMATH Open1291.62135OpenAlexW1968791294MaRDI QIDQ5415892FDOQ5415892
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Publication date: 19 May 2014
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2012.718838
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regressionrisk analysiselliptically contoured distributionpositive-rule shrinkage ridge regressionpreliminary test ridge regression
Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30)
Cites Work
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- Performance of some new preliminary test ridge regression estimators and their properties
- Theory of Preliminary Test and Stein‐Type Estimation With Applications
- Estimation and decision for linear systems with elliptical random processes
- On some ridge regression estimators: a nonparametric approach
- Optimum Critical Value for Pre-Test Estimator
- Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
- Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests
- Estimation of parameters of parallelism model with elliptically distributed errors
Cited In (19)
- Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term
- Bayesian estimation of ridge parameter under different loss functions
- Preliminary test estimation in system regression models in view of asymmetry
- An analytical shrinkage estimator for linear regression
- Using improved estimation strategies to combat multicollinearity
- Confidence Interval for Shrinkage Parameters in Ridge Regression
- On the ridge regression estimator with sub-space restriction
- A novel comparison of shrinkage methods based on multi criteria decision making in case of multicollinearity
- Shrinkage estimation in system regression model
- Study of partial least squares and ridge regression methods
- Bayesian estimation of the shrinkage parameter in ridge regression
- Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime
- Title not available (Why is that?)
- Ridge parameter estimation for the linear regression model under different loss functions using T-K approximation
- Title not available (Why is that?)
- A Stein rule estimator which shrinks towards the ridge regression estimator
- Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data
- Reviving some geometric aspects of shrinkage estimation in linear models
- Performance of some new preliminary test ridge regression estimators and their properties
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