Restricted Two Parameter Ridge Estimator

DOI10.1111/anzs.12053zbMath1337.62174OpenAlexW2034953641MaRDI QIDQ2803541

Selma Toker, Gülesen Üstündağ Şiray

Publication date: 2 May 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12053

zbMATH Keywords

ridge regressionmodified ridge estimatorrestricted ridge estimatortwo parameter ridge estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)

Related Items (4)

Two-parameter ridge estimation in seemingly unrelated regression models ⋮ Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model ⋮ Estimation in a linear regression model with stochastic linear restrictions: a new two-parameter-weighted mixed estimator ⋮ Defining a two-parameter estimator: a mathematical programming evidence

Cites Work

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• Restricted ridge estimation.
• On the performance of two parameter ridge estimator under the mean square error criterion
• Two-parameter ridge regression and its convergence to the eventual pairwise model
• Ridge regression in two-parameter solution
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Good ridge estimators based on prior information
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• Performance of Some New Ridge Regression Estimators
• More on the restricted ridge regression estimation
• Ridge Estimation to the Restricted Linear Model
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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