A Confidence Bound Approach to Choosing the Biasing Parameter in Ridge Regression

DOI10.2307/2287849zbMath0499.62058OpenAlexW4229606217MaRDI QIDQ3965432

Samuel D. Oman

Publication date: 1981

Full work available at URL: https://doi.org/10.2307/2287849

zbMATH Keywords

mean squared errorridge regressionmulticollinearitymultiple linear regression modelconfidence bound approach

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (2)

Globaltest confidence regions and their application to ridge regression ⋮ Small sample properties of a ridge regression estimator when there exist omitted variables

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