Ridge regression revisited

DOI10.1111/J.1467-9574.2005.00304.XMaRDI QIDQ5438546zbMATH OpenOpenAlexFDO

Authors Christian M. Hafner, Paul M. C. de Boer

Publication date 24 January 2008

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.2005.00304.x

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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• Generalized ridge regression estimators under the LINEX loss function
• Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods
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• On the choice of the parameter of the ridge regression
• Modified Ridge Parameters for Seemingly Unrelated Regression Model
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• Ridge regression in two-parameter solution
• Some Modifications for Choosing Ridge Parameters
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• Random design analysis of ridge regression
• Régression bornée partielle
• scientific article; zbMATH DE number 1978883 (Why is no real title available?)
• Generalized ridge regression and a generalization of theC_Pstatistic
• Study of partial least squares and ridge regression methods
• Ridge regression and generalized maximum entropy: an improved version of the ridge-GME parameter estimator
• The coefficient of determination in the ridge regression
• The general linear test in the ridge regression
• Jackknifing the Ridge Regression Estimator: A Revisit
• More on the restricted ridge regression estimation
• Rows versus Columns: Randomized Kaczmarz or Gauss--Seidel for Ridge Regression
• Mountain c-regressions method
• Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios
• Another look at ridge calibration
• Enhanced ridge regressions

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