Optimal generalized ridge estimator under the generalized cross-validation criterion in linear regression
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Cites work
- A new biased estimator based on ridge estimation
- A new class of blased estimate in linear regression
- A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation
- Characterizations of admissible linear estimators in the linear model
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Linear regression analysis using the relative squared error
- Linearized ridge regression estimator in linear regression
- Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
- On ridge operators
- On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
- Ridge Regression: Applications to Nonorthogonal Problems
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
Cited in
(14)- Generalized multivariate ridge regression estimate and criteria Q(c) for choosing matrix K^*
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- Predictive performance of linear regression models
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- On a generalization of the test of endogeneity in a two stage least squares estimation
- General linear estimators under the prediction error sum of squares criterion in a linear regression model
- Cross validation of ridge regression estimator in autocorrelated linear regression models
- The ridge prediction error sum of squares statistic in linear mixed models
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