Some properties of generalized ridge estimators

DOI10.1080/03610918308812316zbMath0555.62058OpenAlexW2009746959MaRDI QIDQ3218953

William J. Hemmerle, Michele Boulanger Carey

Publication date: 1983

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918308812316

zbMATH Keywords

infinite seriesefficiencybiasrecursive formulasleast squares estimatorsfirst two momentsanalytical comparisonrelative mean-square errorGeneralized ridge estimators

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (8)

A note on the moments of stochastic shrinkage parameters in ridge regression ⋮ THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION ⋮ Distribution and density functions of the feasible generalized ridge regression estimator ⋮ On small sample properties of the almost unbiased generalized ridge estimator ⋮ A study of some ridge-type shrinkage estimators ⋮ On generalized ridge regression estimators under collinearity and balanced loss ⋮ A semiparametric generalized ridge estimator and link with model averaging ⋮ A generalized ridge regression estimator and its finite sample properties

Cites Work

• Ridge and related estimation procedures: theory and practice
• Unnamed Item

This page was built for publication: Some properties of generalized ridge estimators