Some theoretical results for generalized ridge regression estimators

DOI10.1016/0304-4076(84)90046-0zbMath0583.62065OpenAlexW2072364820MaRDI QIDQ1069246

J. Pradel, Christian Gouriéroux, Claude Fourgeaud

Publication date: 1984

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.cepremap.fr/depot/couv_orange/co8207.pdf

zbMATH Keywords

optimalityconfidence regionsridge regression estimatorsordinary least squares estimatorsOLS estimatorstransformed explanatory variables

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (1)

A further theoretical result for generalized ridge regression estimators

Cites Work

• Estimation of parameters in a linear model
• Instability of Regression Coefficients Illustrated
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
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