On the ridge regression estimator with sub-space restriction

DOI10.1080/03610926.2017.1285928zbMath1462.62177OpenAlexW2584354407MaRDI QIDQ4605263

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Publication date: 21 February 2018

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1285928

zbMATH Keywords

elliptically contoured distributionshrinkage estimatorlinear regression modelridge estimatorrestricted estimatorapproximate risk

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (5)

Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors ⋮ Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors ⋮ A nonlinear mixed–integer programming approach for variable selection in linear regression model ⋮ The stochastic restricted ridge estimator in generalized linear models ⋮ Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm

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