Recent results in ridge regression methods

DOI10.1007/S40300-015-0065-4zbMATH Open1329.62323OpenAlexW954620964MaRDI QIDQ904901FDOQ904901

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

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

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)

Cites Work

• Matrix Analysis
• Linear Statistical Inference and its Applications
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• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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• A Robust Method for Multiple Linear Regression
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• Using Liu-Type Estimator to Combat Collinearity
• Eigenvalues and Condition Numbers of Random Matrices
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• Performance of Some New Ridge Regression Estimators
• Inference about the change-point in a sequence of random variables
• Restricted ridge estimation.
• Ridge regression:some simulations
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• Ridge Estimation to the Restricted Linear Model
• Ridge Estimation in Linear Models with Autocorrelated Errors
• Ridge estimation in linear models with heteroskedastic errors
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• CONTROL CHARTS WITH WARNING LINES
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• A Class of Biased Estimators in Linear Regression
• Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion

Cited In (5)

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

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