Comparison of biasing parameter computational techniques in ridge-type estimation

DOI10.1016/0096-3003(93)90096-WzbMath0768.65096MaRDI QIDQ1208325

David A. Cicci

Publication date: 16 May 1993

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

inverse problemsill-conditioningbiasing parameterridge regression simulation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Unnamed Item
• Ridge Regression — 1980: Advances, Algorithms, and Applications
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• The Minimum Mean Square Error Linear Estimator and Ridge Regression
• Ridge regression:some simulations
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Ridge regression iterative estimation of the biasing parameter
• A simulation study of ridge and other regression estimators
• A Class of Biased Estimators in Linear Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Some Comments on C P
• A method for the solution of certain non-linear problems in least squares

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