Generalized ridge shrinkage estimation in restricted linear model
From MaRDI portal
Publication:6567454
DOI10.1007/S00180-023-01357-1MaRDI QIDQ6567454FDOQ6567454
Authors: Feng Qian, Rong Chen, Ling Wang
Publication date: 5 July 2024
Published in: Computational Statistics (Search for Journal in Brave)
multicollinearityPitman closeness criterionmean square error criterionrestricted least squaresrestricted generalized ridge shrinkage estimator
Cites Work
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- A Monte Carlo Evaluation of Some Ridge-Type Estimators
- An alternative stochastic restricted Liu estimator in linear regression
- The pitman nearness criterion and its determination
- Restricted ridge estimation.
- A new estimator combining the ridge regression and the restricted least squares methods of estimation
- Pitman Nearness Comparison of the Traditional Estimator of the Coefficient of Determination and Its Adjusted Version in Linear Regression Models
- Title not available (Why is that?)
- Inadmissibility of the Stein-rule estimator under the balanced loss function
- On generalized ridge regression estimators under collinearity and balanced loss
- Adaptive unified biased estimators of parameters in linear model
- A faster algorithm for ridge regression of reduced rank data
- Title not available (Why is that?)
This page was built for publication: Generalized ridge shrinkage estimation in restricted linear model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6567454)