Are most proposed ridge parameter estimators skewed and do they have any effect on MSE values?
type: Item
instance of: scholarly article
title: Are most proposed ridge parameter estimators skewed and do they have any effect on MSE values?
DOI: 10.1080/00949655.2021.1883611
author: Selman Mermi
author: Atila Göktaş
author: Özge Akkuş
published in: Journal of Statistical Computation and Simulation
publication date: 2022-03-23T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7497067
zbMATH Keywords: Monte Carlo simulation
zbMATH Keywords: multicollinearity
zbMATH Keywords: multiple linear regression
zbMATH Keywords: ridge regression
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1080/00949655.2021.1883611
OpenAlex ID: W3128050184
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description: scientific article; zbMATH DE number 7497067