A class of generalized ridge estimators

DOI10.1080/03610918.2016.1144765zbMath1462.62437OpenAlexW2375198841MaRDI QIDQ4593837

Satish Bhat, Vidya Raju

Publication date: 15 November 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1144765

zbMATH Keywords

Monte Carlo simulationridge regressionMSEmulticollinearityridge parameter

Mathematics Subject Classification ID

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

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Shrinkage parameter selection via modified cross-validation approach for ridge regression model ⋮ Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study ⋮ On the generalized biased estimators for the gamma regression model: methods and applications

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