Mean Squared Error Properties of Generalized Ridge Estimators

DOI10.2307/2287850zbMath0461.62058OpenAlexW4245403313MaRDI QIDQ3911233

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Publication date: 1981

Full work available at URL: https://doi.org/10.2307/2287850

zbMATH Keywords

potentialleast squaresmulticollinearitymultiple regressiongeneralized ridge estimatorsmean squared error properties

Mathematics Subject Classification ID

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

Related Items (9)

Cross-validation and the smoothing of orthogonal series density estimators ⋮ A simulation study of deterministic ridge estimators ⋮ Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods ⋮ Selection of model selection criteria for multivariate ridge regression ⋮ Sequential Learning of Regression Models by Penalized Estimation ⋮ A non-iterative optimization method for smoothness in penalized spline regression ⋮ A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion ⋮ Mean square error behavior for prediction in linear regression models ⋮ Impacts of equi-correlated responses on multicollinearity

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