Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime

DOI10.1111/insr.12351OpenAlexW2734935854MaRDI QIDQ6064347

Bahadır Yüzbaşı, S. Ejaz Ahmed, Mohammad Arashi

Publication date: 12 December 2023

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/insr.12351

zbMATH Keywords

shrinkage estimationmulticollinearitypenalty estimationgeneralised ridge regressionlow-dimensional and high-dimensional data

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Parametric inference (62Fxx) Nonparametric inference (62Gxx)

Related Items (3)

A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model ⋮ A nonlinear mixed–integer programming approach for variable selection in linear regression model ⋮ On shrinkage estimators improving the positive part of James-Stein estimator

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