MORE ON THE PRE-TEST ESTIMATOR IN RIDGE REGRESSION

DOI10.1081/STA-120004194zbMath1075.62587OpenAlexW2018974240MaRDI QIDQ4449039

Fikri Akdeniz

Publication date: 4 February 2004

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

Full work available at URL: https://doi.org/10.1081/sta-120004194

zbMATH Keywords

Least squares estimatorRidge regression estimatorMulticollinearityPre-test estimatorPre-test ridge regression estimatorRestricted least squares estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (3)

On the ridge regression estimator with sub-space restriction ⋮ Performance analysis of the preliminary test estimator with series of stochastic restrictions ⋮ Preliminary test and Stein-type shrinkage ridge estimators in robust regression

Cites Work

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• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• Performance of some new preliminary test ridge regression estimators and their properties
• Linear Statistical Inference and its Applications

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