Confidence Interval for Shrinkage Parameters in Ridge Regression

DOI10.1080/03610920802585856zbMath1177.62087OpenAlexW2118154331MaRDI QIDQ3652682

T. V. Ramanathan, M. I. Alheety

Publication date: 16 December 2009

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

Full work available at URL: https://doi.org/10.1080/03610920802585856

zbMATH Keywords

ridge regressionsimulation studyshrinkage parameterVenables method

Mathematics Subject Classification ID

Related Items (1)

A Generalized Stochastic Restricted Ridge Regression Estimator

Cites Work

• Unnamed Item
• On the distribution of shrinkage parameters of Liu-type estimators
• Some Modifications for Choosing Ridge Parameters
• Ridge regression:some simulations
• A simulation study of ridge and other regression estimators
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION
• Ridge Regression – A Simulation Study

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