Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion

DOI10.1007/s00362-009-0229-5zbMath1247.62178OpenAlexW2042089500MaRDI QIDQ451499

Gladys Bobadilla, Luis Firinguetti

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-009-0229-5

zbMATH Keywords

collinearity

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20)

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Bayesian estimation of the shrinkage parameter in ridge regression ⋮ Bootstrap confidence interval of ridge regression in linear regression model: A comparative study via a simulation study ⋮ Study of partial least squares and ridge regression methods ⋮ Applications of hyperellipsoidal prediction regions ⋮ Tolerance intervals from ridge regression in the presence of multicollinearity and high dimension ⋮ Bootstrapping multiple linear regression after variable selection

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