The moments of the operational almost unbiased ridge regression estimator

DOI10.1016/S0096-3003(03)00663-5zbMath1041.62056OpenAlexW2004829611MaRDI QIDQ1827040

Güzin Yüksel, Fikri Akdeniz, Alan T. K. Wan

Publication date: 6 August 2004

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

Full work available at URL: https://doi.org/10.1016/s0096-3003(03)00663-5

zbMATH Keywords

MomentsRidge regressionMulticollinearityAlmost unbiased ridge regression estimatorOperational estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

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• A class of almost unbiased and efficient estimators of regression coefficients
• On small sample properties of the almost unbiased generalized ridge estimator
• Exact moments of lawless and wang's operational ridge regression estimator
• Finite Sample Properties of Ridge Estimators
• The exact properties of the lawless and wang operational ridge regression estimator in a misspecified regression equation
• A simulation study of ridge and other regression estimators
• The general expressions for the moments of lawless and wang's ordinary ridge regression estimator
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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