Generalized ridge regression and a generalization of theCPstatistic

DOI10.1080/02664760120074988zbMath0992.62066OpenAlexW2110765468MaRDI QIDQ4540909

Christopher J. Page, Stephen G. Walker

Publication date: 28 July 2002

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760120074988

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Empirical decision procedures; empirical Bayes procedures (62C12)

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Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods ⋮ Multicollinearity and financial constraint in investment decisions: a Bayesian generalized ridge regression ⋮ Subset selection in linear regression using generalized ridge estimator ⋮ Variable selection in linear regression based on ridge estimator ⋮ Bayes estimation of Gompertz distribution parameters and acceleration factor under partially accelerated life tests with type-I censoring ⋮ A non-iterative optimization method for smoothness in penalized spline regression ⋮ A geometric interpretation of Mallows' \(C_p\) statistic and an alternative plot in variable selection ⋮ A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion

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