A non stochastic ridge regression estimator and comparison with the James-Stein estimator

DOI10.1080/03610926.2013.879892zbMath1341.62213OpenAlexW2333883238MaRDI QIDQ2811432

Yogendra P. Chaubey, Luis Firinguetti, Hernán Rubio

Publication date: 10 June 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.879892

zbMATH Keywords

James-Stein estimatorridge regressionmean square errormulticollinearity

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Cites Work

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• On Some Ridge Regression Estimators: An Empirical Comparisons
• A generalized ridge regression estimator and its finite sample properties
• Performance of Some New Ridge Regression Estimators
• Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence

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