Are most proposed ridge parameter estimators skewed and do they have any effect on MSE values?

DOI10.1080/00949655.2021.1883611OpenAlexW3128050184MaRDI QIDQ3389619

Selman Mermi, Atila Göktaş, Özge Akkuş

Publication date: 23 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.1883611

zbMATH Keywords

Monte Carlo simulationridge regressionmultiple linear regressionmulticollinearity

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• On the performance of two parameter ridge estimator under the mean square error criterion
• A Monte Carlo Study of Recent Ridge Parameters
• On the almost unbiased ridge regression estimator
• On Some Ridge Regression Estimators: An Empirical Comparisons
• Ridge regression:some simulations
• A Class of Biased Estimators in Linear Regression
• Choosing Ridge Parameter for Regression Problems
• Performance of Some New Ridge Regression Estimators
• Developing Ridge Parameters for SUR Model
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• A Comparative Study on the Performance of New Ridge Estimators
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