Recent results in ridge regression methods

DOI10.1007/S40300-015-0065-4MaRDI QIDQ904901zbMATH OpenOpenAlexFDO

Authors M. A. Alkhamisi, Ian MacNeill

Publication date 14 January 2016

Published in Metron (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40300-015-0065-4

zbMATH Keywords

change pointeigenvaluescondition numbercollinearityridge estimatorrestricted ridge estimatorTMSE

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Eigenvalues, singular values, and eigenvectors (15A18) Conditioning of matrices (15A12)

Recommendations

• Restricted ridge estimation.
• Ridge Estimation to the Restricted Linear Model
• More on the restricted ridge regression estimation
• The restricted least squares estimator and ridge regression
• Further results concerning ridge regression

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• Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion
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Cited in

(5)

• Ridge Estimation to the Restricted Linear Model
• Enhanced ridge regressions
• Transformation of variables and the condition number in ridge estimation
• Study of partial least squares and ridge regression methods
• Restricted ridge estimation.

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