Distribution and density functions of the feasible generalized ridge regression estimator

DOI10.1080/03610929308831182zbMath0800.62416OpenAlexW2096629316MaRDI QIDQ4275840

Kazuhiro Ohtani

Publication date: 31 January 1994

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929308831182

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Exact distribution theory in statistics (62E15)

Related Items (8)

MSE Performance of a Heterogeneous Pre-Test Ridge Regression Estimator ⋮ The general expressions for the moments of lawless and wang's ordinary ridge regression estimator ⋮ Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated ⋮ A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors ⋮ A note on almost unbiased generalized ridge regression estimator under asymmetric loss ⋮ Improving the estimation precision for a selected parameter in multiple regression analysis: An algebraic approach ⋮ On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse ⋮ On generalized ridge regression estimators under collinearity and balanced loss

Cites Work

• A likelihood ratio test for the equality of proportions of two normal populations
• Some properties of generalized ridge estimators
• EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION
• Finite Sample Properties of Ridge Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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