Ridge Estimation under the Stochastic Restriction

DOI10.1080/03610926.2010.494809zbMath1277.62177OpenAlexW2026868571MaRDI QIDQ2890102

No author found.

Publication date: 8 June 2012

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

Full work available at URL: https://doi.org/10.1080/03610926.2010.494809

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30)

Related Items

Robust estimation in restricted linear regression, Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors, Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models, A ridge regression estimation approach to the measurement error model, The generalized preliminary test estimator when different sets of stochastic restrictions are available, On ridge parameter estimators under stochastic subspace hypothesis, Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors, A nonlinear mixed–integer programming approach for variable selection in linear regression model, Improving the estimators of the parameters of a probit regression model: a ridge regression approach, Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model, Simple regression in view of elliptical models, A Simulation Study on Some Restricted Ridge Regression Estimators, Shrinkage ridge estimators in semiparametric regression models, New Ridge Regression Estimator in Semiparametric Regression Models, Singular Ridge Regression With Stochastic Constraints

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A new stochastic mixed ridge estimator in linear regression model
• Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
• Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
• The skew elliptical distributions and their quadratic forms.
• Estimation of parameters of parallelism model with elliptically distributed errors
• On Some Ridge Regression Estimators: An Empirical Comparisons
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• Performance of some new preliminary test ridge regression estimators and their properties
• Performance of Some New Ridge Regression Estimators
• Ridge Estimation to the Restricted Linear Model
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Estimation and decision for linear systems with elliptical random processes