Ridge regression in two-parameter solution

DOI10.1002/ASMB.603MaRDI QIDQ3410965zbMATH OpenOpenAlexFDO

Authors Stan Lipovetsky, Michael Conklin

Publication date 8 December 2006

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asmb.603

zbMATH Keywords

multicollinearitymultiobjective modellingmultiple regressionnet effectsrobustness

Mathematics Subject Classification ID

Point estimation (62F10) Ridge regression; shrinkage estimators (Lasso) (62J07) Multi-objective and goal programming (90C29)

Recommendations

• Two-parameter ridge estimation in seemingly unrelated regression models
• Two-parameter ridge regression and its convergence to the eventual pairwise model
• Ridge regression revisited
• Two parameter ridge estimator in the inverse Gaussian regression model
• The prediction of the two parameter ridge estimator
• On the choice of the parameter of the ridge regression
• Ridge regression in the context of a system of seemingly unrelated regression equations
• scientific article; zbMATH DE number 1978883
• Restricted two parameter ridge estimator

Cites work

• scientific article; zbMATH DE number 3806769 (Why is no real title available?)
• Linear Statistical Inference and its Applications

Cited in

(22)

• Combined gradient methods for multiobjective optimization
• Investigating the two parameter analysis of Lipovetsky for simultaneous systems
• Two-parameter ridge regression and its convergence to the eventual pairwise model
• Restricted two parameter ridge estimator
• On the restricted almost unbiased two-parameter estimator in linear regression model
• Defining a two-parameter estimator: a mathematical programming evidence
• scientific article; zbMATH DE number 1978883 (Why is no real title available?)
• Two-parameter ridge estimator in the binary logistic regression
• Liu-Type Negative Binomial Regression: A Comparison of Recent Estimators and Applications
• Dual‐ and triple‐mode matrix approximation and regression modelling
• Two-parameter ridge estimation in seemingly unrelated regression models
• Robust two parameter ridge M-estimator for linear regression
• Two parameter ridge estimator in the inverse Gaussian regression model
• Extended Newton methods for multiobjective optimization: majorizing function technique and convergence analysis
• Vector parameter for ridge regression
• An inexact proximal point method for quasiconvex multiobjective optimization
• Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates
• On some two parameter estimators for the linear regression models with correlated predictors: simulation and application
• Performance of some new ridge parameters in two-parameter ridge regression model
• Optimized two-parameter heteroscedastic-adjusted ridge estimators for linear regression model
• Restricted Liu-type regression estimators in linear regression model
• Enhanced ridge regressions

This page was built for publication: Ridge regression in two-parameter solution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3410965)