A simulation study of deterministic ridge estimators

DOI10.1080/00949658608810902zbMath0605.62075OpenAlexW2113978718MaRDI QIDQ3742525

Tze-San Lee

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/00949658608810902

zbMATH Keywords

mean squared errorsingular value decompositionsimulation studyleast squares estimatorfinite sample propertiesridge estimatorsdeterministic ridge rules

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Unnamed Item
• Selecting the optimum k in ridge regression
• A Simulation Study of Some Ridge Estimators
• Mean Squared Error Properties of Generalized Ridge Estimators
• Ridge regression from principal component point of view
• Ridge Regression in Practice
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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