On exact small sample properties of ordinary ridge estimators

DOI10.1016/0165-1765(88)90179-6MaRDI QIDQ900148zbMATH OpenOpenAlexFDO

Authors Masuo Nomura

Publication date 1 January 2016

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(88)90179-6

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

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• scientific article; zbMATH DE number 4126511 (Why is no real title available?)
• scientific article; zbMATH DE number 3076197 (Why is no real title available?)
• A class of almost unbiased and efficient estimators of regression coefficients
• A simulation study of ridge and other regression estimators
• On small sample properties of the almost unbiased generalized ridge estimator
• Selecting the optimum k in ridge regression

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