Applications of the jackknife procedure in ridge regression

DOI10.1016/0167-9473(88)90048-5zbMATH Open0726.62119OpenAlexW2058055821MaRDI QIDQ804186FDOQ804186

Authors: Hans Nyquist 

Publication date: 1988

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(88)90048-5

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zbMATH Keywords

outlier detectionlinear modelvariance estimationmulticollinearityjackknifebias reductioninfluential observationsgeneralized ridge regression

Mathematics Subject Classification ID

Point estimation (62F10) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Jackknifing in Unbalanced Situations
• NOTES ON BIAS IN ESTIMATION
• Title not available (Why is that?)
• Detection of Influential Observation in Linear Regression
• Title not available (Why is that?)
• Minimax Aspects of Bounded-Influence Regression
• Efficient Bounded-Influence Regression Estimation
• Ridge Regression — 1980: Advances, Algorithms, and Applications

Cited In (16)

• Title not available (Why is that?)
• Adaptation of the jackknifed ridge methods to the linear mixed models
• Jackknifing the Ridge Regression Estimator: A Revisit
• Applications of resampling methods in multivariate Liu estimator
• Regressor space outliers in ridge regression
• Fuzzy-weighted estimation in ridge regression analysis
• A jackknifed ridge estimator in probit regression model
• A new modified Jackknifed estimator for the Poisson regression model
• Improved jackknife variance estimates of bilinear model parameters
• Computational method for jackknifed generalized ridge tuning parameter based on generalized maximum entropy
• Efficiency of the modified jackknifed Liu-type estimator
• A Jackknifed estimators for the negative binomial regression model
• A first-order approximated jackknifed ridge estimator in binary logistic regression
• Applied regression analysis bibliography update 1988-89
• On the performance of the Jackknifed Liu-type estimator in linear regression model
• Improving precision for jackknifed ridge type estimation

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