Comment on Ridge Estimation to the Restricted Linear Model

DOI10.1080/03610920802364104zbMath1278.62106OpenAlexW2004438542MaRDI QIDQ3631434

M. Revan Özkale

Publication date: 9 June 2009

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

Full work available at URL: http://www.informaworld.com/smpp/./content~db=all~content=a909716174

zbMATH Keywords

restricted ridge estimation

Mathematics Subject Classification ID

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

Related Items (9)

Efficiency of a stochastic restricted two-parameter estimator in linear regression ⋮ More on the restricted ridge regression estimation ⋮ Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors ⋮ A revised Cholesky decomposition to combat multicollinearity in multiple regression models ⋮ Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors ⋮ Performance of Kibria's methods in partial linear ridge regression model ⋮ A Simulation Study on Some Restricted Ridge Regression Estimators ⋮ Shrinkage ridge estimators in semiparametric regression models ⋮ More on the two-parameter estimation in the restricted regression

Cites Work

• Restricted ridge estimation.
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• Ridge Estimation to the Restricted Linear Model
• The Restricted and Unrestricted Two-Parameter Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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