Generalized ridge regression estimators under the LINEX loss function
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Publication:1893385
DOI10.1007/BF02926024zbMath0820.62064MaRDI QIDQ1893385
Publication date: 3 July 1995
Published in: Statistical Papers (Search for Journal in Brave)
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Cites Work
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- The existence theorem in general ridge regression
- On the admissibility of an estimator of a normal mean vector under a LINEX loss function
- ESTIMATION OF THE PARAMETER OF A POISSON DISTRIBUTION USING A LINEX LOSS FUNCTION
- EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION
- Bayesian Estimation and Prediction Using Asymmetric Loss Functions
- On the admissibility of c[Xbar + d with respect to the linex loss function]
- Finite Sample Properties of Ridge Estimators
- Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
