Ridge Estimation in Linear Models with Autocorrelated Errors

DOI10.1080/03610920903075435MaRDI QIDQ2786250zbMATH OpenOpenAlexFDO

Authors M. A. Alkhamisi

Publication date 21 September 2010

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920903075435

zbMATH Keywords

autocorrelationLiu estimatorMonte Carlo simulationmulticollinearityridge regressionSarkar estimator

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Monte Carlo methods (65C05)

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Cites work

• A Monte Carlo Study of Recent Ridge Parameters
• A new class of blased estimate in linear regression
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• A Simulation Study of Ridge Regression Estimators with Autocorrelated Errors
• Bayesian analysis of a linear mixed model with AR(p) errors via MCMC
• Generalized mean squared error comparisons of biased regression estimators
• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• scientific article; zbMATH DE number 1077338 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• Ridge Regression: Applications to Nonorthogonal Problems
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Superiority comparisons of homogeneous linear estimators

Cited in

(10)

• A note on the performance of biased estimators with autocorrelated errors
• Ridge autoregression estimation: LS method
• A Simulation Study of Ridge Regression Estimators with Autocorrelated Errors
• Ridge estimation in linear models with heteroskedastic errors
• A Comparison of Mixed and Ridge Estimators of Linear Models
• Ridge estimation in regression problems with autocorrelated errors: A monte carlo study
• Cross validation of ridge regression estimator in autocorrelated linear regression models
• A combined nonlinear programming model and Kibria method for choosing ridge parameter regression
• Robust ridge regression estimators for nonlinear models with applications to high throughput screening assay data
• Recent results in ridge regression methods

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