Bootstrap confidence interval of ridge regression in linear regression model: A comparative study via a simulation study

DOI10.1080/03610926.2022.2045024MaRDI QIDQ6096199

Unnamed Author, M. Revan Özkale

Publication date: 11 September 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2022.2045024

zbMATH Keywords

bootstrap; confidence intervals; ridge regression; coverage probability; regularization parameter; signal to noise ratio

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62F40: Bootstrap, jackknife and other resampling methods

11K45: Pseudo-random numbers; Monte Carlo methods