A Simulation Study of Some Ridge Regression Estimators under Different Distributional Assumptions
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Publication:3072397
DOI10.1080/03610918.2010.508862zbMath1205.62095OpenAlexW2087226271MaRDI QIDQ3072397
Kristofer Månsson, B. M. Golam Kibria, Ghazi Shukur
Publication date: 3 February 2011
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2010.508862
Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10) Monte Carlo methods (65C05) Statistical tables (62Q05)
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Cites Work
- Some Modifications for Choosing Ridge Parameters
- A simulation study on SPSS ridge regression and ordinary least squares regression procedures for multicollinearity data
- On Some Ridge Regression Estimators: An Empirical Comparisons
- A simulation study of ridge and other regression estimators
- Performance of some new preliminary test ridge regression estimators and their properties
- Choosing Ridge Parameter for Regression Problems
- Performance of Some New Ridge Regression Estimators
- Developing Ridge Parameters for SUR Model
- Theory of Preliminary Test and Stein‐Type Estimation With Applications
- Robust Statistics
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