scientific article

zbMATH Open0552.62058MaRDI QIDQ3345626

Ravi K. Bhatnagar, A. K. Saxena

Publication date: 1984

Title of this publication is not available (Why is that?)

zbMATH Keywords

adaptive ridge regression estimatorsexact first and second order momentsknown covariance matrix of disturbanceslinear transformation to i.i.d. caseoptimal choice of non diagonal matrix of biasing constants

Mathematics Subject Classification ID

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

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Multicolinearity and ridge regression: results on type I errors, power and heteroscedasticity ⋮ More on the restricted ridge regression estimation ⋮ Ridge regression estimators in the linear regression models with non-spherical errors ⋮ A comparison of some new and old robust ridge regression estimators ⋮ Bounds of the F-ratio incorporating the ordinary ridge regression estimator ⋮ Some Asymptotic Properties of Ridge Regression in a System of Seemingly Unrelated Regression Equations ⋮ The superiority of a ridge estimator of regression parameters under the Pitman closeness criterion ⋮ Applications of the Householder transformation to ridge-type estimation methods ⋮ Jackknifing the Ridge Regression Estimator: A Revisit ⋮ The discovery of mean square error consistency of a ridge estimator ⋮ On the choice of the parameter of the ridge regression ⋮ Model averaging estimator in ridge regression and its large sample properties ⋮ Title not available (Why is that?)

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