Some finite sample properties of generalized ridge regression estimators

DOI10.2307/3314669MaRDI QIDQ3899344zbMATH OpenOpenAlexFDO

Authors Krishna Kadiyala

Publication date 1980

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3314669

zbMATH Keywords

asymptotic expansioniterative proceduremean square error propertiesoperational generalized ridge estimatorordinary least squares estimator

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

• An Explicit Solution for Generalized Ridge Regression
• Comparison of k-Class Estimators When the Disturbances Are Small
• Double k-Class Estimators of Coefficients in Linear Regression
• Finite-Sample Properties of the k-Class Estimators
• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• scientific article; zbMATH DE number 3141417 (Why is no real title available?)
• Improved Estimators for Coefficients in Linear Regression
• Linear Statistical Inference and its Applications
• Ridge Regression: Applications to Nonorthogonal Problems
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Tail minimaxity in location vector problems and its applications
• The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables

Cited in

(1)

• Adaptive unified biased estimators of parameters in linear model

This page was built for publication: Some finite sample properties of generalized ridge regression estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3899344)