A study of some ridge-type shrinkage estimators

DOI10.1080/03610928908830165zbMath0707.62143OpenAlexW2011870449MaRDI QIDQ3489180

Jatinder S. Mehta, Islam Noor

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/03610928908830165

zbMATH Keywords

relative efficiencyridge-type shrinkage estimators

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)

Cites Work

• Some properties of generalized ridge estimators
• Finite Sample Properties of Ridge Estimators
• An Explicit Solution for Generalized Ridge Regression
• Ridge Analysis Following a Preliminary Test of the Shrunken Hypothesis
• Ridge regression iterative estimation of the biasing parameter
• Explicit and Constrained Generalized Ridge Estimation
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Estimation of the Mean by Shrinkage to a Point
• Some Comments on C P

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