On exact small sample properties of ordinary ridge estimators

DOI10.1016/0165-1765(88)90179-6zbMATH Open1328.62462OpenAlexW1968128681MaRDI QIDQ900148FDOQ900148

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

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Mathematics Subject Classification ID

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

Cites Work

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• A class of almost unbiased and efficient estimators of regression coefficients
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• 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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