Selection buasubg parameters in adaptive ridge regression estimators

DOI10.1080/07474939208800246zbMath0760.62065OpenAlexW2047163449MaRDI QIDQ4031299

Derrick Shannon Tracy, Anil K. Srivastava

Publication date: 1 April 1993

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939208800246

zbMATH Keywords

mean squared error matrixregression estimatorsbias vectorbiasing parameteradaptive ridge regression estimatorscharacterizing scalar

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• A Critique of Some Ridge Regression Methods
• The Minimum Mean Square Error Linear Estimator and Ridge Regression
• A simulation study of ridge and other regression estimators
• Minimax Adaptive Generalized Ridge Regression Estimators
• On the minimum mean squared error estimators in a regression model
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems

This page was built for publication: Selection buasubg parameters in adaptive ridge regression estimators