Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data

DOI10.1007/s00362-019-01123-wzbMath1477.62190OpenAlexW2961030558MaRDI QIDQ2066537

Yanyan Li

Publication date: 14 January 2022

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-019-01123-w

zbMATH Keywords

ridge regressionmulticollinearitygeneralized linear modelsrelative efficiencyStein-type shrinkage

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30) Generalized linear models (logistic models) (62J12)

Related Items (2)

Generalized two-parameter estimators in the multinomial logit regression model: methods, simulation and application ⋮ Penalized and ridge-type shrinkage estimators in Poisson regression model

Uses Software

• R

Cites Work

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