Some finite sample properties of generalized ridge regression estimators

DOI10.2307/3314669zbMath0452.62056OpenAlexW2018721727MaRDI QIDQ3899344

Krishna Kadiyala

Publication date: 1980

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314669

zbMATH Keywords

iterative procedureasymptotic expansionordinary least squares estimatormean square error propertiesoperational generalized ridge estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)

Related Items (1)

Adaptive unified biased estimators of parameters in linear model

Cites Work

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• Tail minimaxity in location vector problems and its applications
• The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables
• An Explicit Solution for Generalized Ridge Regression
• Double k-Class Estimators of Coefficients in Linear Regression
• Improved Estimators for Coefficients in Linear Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Comparison of k-Class Estimators When the Disturbances Are Small
• Linear Statistical Inference and its Applications
• Finite-Sample Properties of the k-Class Estimators

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