Linearized Ridge Regression Estimator in Linear Regression

DOI10.1080/03610921003746693zbMath1277.62173OpenAlexW2151369781MaRDI QIDQ3015925

Xu-Qing Liu, Feng Gao

Publication date: 13 July 2011

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

Full work available at URL: https://doi.org/10.1080/03610921003746693

Mathematics Subject Classification ID

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

Related Items (9)

Robust Linearized Ridge M-estimator for Linear Regression Model ⋮ General linear estimators under the prediction error sum of squares criterion in a linear regression model ⋮ Improved ridge estimators in a linear regression model ⋮ Optimal generalized ridge estimator under the generalized cross-validation criterion in linear regression ⋮ Linearized Restricted Ridge Regression Estimator in Linear Regression ⋮ Non-Diagonal-Type Estimator in Linear Regression ⋮ Linearized Ridge Regression Estimator Under the Mean Squared Error Criterion in a Linear Regression Model ⋮ On linearized ridge logistic estimator in the presence of multicollinearity ⋮ A new linearized ridge Poisson estimator in the presence of multicollinearity

Cites Work

• A new biased estimator based on ridge estimation
• An alternative stochastic restricted Liu estimator in linear regression
• A new class of blased estimate in linear regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation

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