Bounds of the F-ratio incorporating the ordinary ridge regression estimator

DOI10.1016/0165-1765(85)90173-9zbMath1273.62176OpenAlexW2081809681MaRDI QIDQ375111

Kazuhiro Ohtani

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90173-9

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric hypothesis testing (62F03)

Related Items (2)

A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator ⋮ Tests of regression coefficients under ridge regression models

Cites Work

• The sampling distribution of shrinkage estimators and their F-ratios in the regression model
• Finite Sample Properties of Ridge Estimators
• Ridge regression:some simulations
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Bounds of the F-ratio incorporating the ordinary ridge regression estimator