Pages that link to "Item:Q3918929"
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The following pages link to Ridge Regression and James-Stein Estimation: Review and Comments (Q3918929):
Displayed 27 items.
- Multivariate control charts based on the James-Stein estimator (Q319730) (← links)
- A constrained linear estimator for multiple regression (Q603168) (← links)
- A note on adaptive generalized ridge regression estimator (Q912547) (← links)
- Diagnostics for penalized least-squares estimators (Q1083816) (← links)
- Shrinking toward submodels in regression (Q1333134) (← links)
- Fast model-fitting of Bayesian variable selection regression using the iterative complex factorization algorithm (Q1738154) (← links)
- Subset selection using the total least squares approach in collinearity problems with errors in the variables (Q1822478) (← links)
- Some criteria for the estimation of evoked potentials (Q1836958) (← links)
- A new algorithm for latent root regression analysis (Q1874133) (← links)
- Empirical Bayes estimates for a two-way cross-classified model (Q2413606) (← links)
- (Q2750830) (← links)
- Ridge regression versus ols by pitman's closeness under quadratic and fisher's loss (Q3135542) (← links)
- Restricted minimum bias linear estimation in regression (Q3135549) (← links)
- A comparison of biased regression estimators using a pitman nearness criterion (Q3350544) (← links)
- A Comparison of james–sten regression with least squares in the pitman nearness sense (Q3350546) (← links)
- The relative performances of improved ridge estimators and an empirical bayes estimator: some monte carlo results (Q3352275) (← links)
- Predictability measures for ridge regression models (Q3474079) (← links)
- Impacts of equi-correlated responses on multicollinearity (Q4202713) (← links)
- Ridge estimation in generalized linear models and proportional hazards regressions (Q4605230) (← links)
- Overtraining, regularization and searching for a minimum, with application to neural networks (Q4863053) (← links)
- Monitoring Change Points by a Sign Change Method (Q5015925) (← links)
- Optimal regression parameter-specific shrinkage by plug-in estimation (Q5077520) (← links)
- Multicollinearity and financial constraint in investment decisions: a Bayesian generalized ridge regression (Q5124757) (← links)
- Scalable Algorithms for the Sparse Ridge Regression (Q5148400) (← links)
- Ridge estimation of transfer function weights (Q5750202) (← links)
- Ridge regression and asymptotic minimax estimation over spheres of growing dimension (Q5963493) (← links)
- Group least squares regression for linear models with strongly correlated predictor variables (Q6175805) (← links)