More on the unbiased ridge regression estimation

DOI10.1007/s00362-014-0637-zzbMath1364.62190OpenAlexW2005652256MaRDI QIDQ259652

Hu Yang, Jibo Wu

Publication date: 18 March 2016

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

Full work available at URL: https://doi.org/10.1007/s00362-014-0637-z

zbMATH Keywords

mean squared errorordinary least squares estimatorPitman's closeness criterionunbiased ridge estimator

Mathematics Subject Classification ID

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

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Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data ⋮ Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data

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