Asymptotic Aspects of Ordinary Ridge Regression

DOI10.1080/01966324.1995.10737399zbMath0855.62058OpenAlexW1988652610MaRDI QIDQ4715609

Myung-Hoe Huh, Ingram Olkin

Publication date: 18 November 1996

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1995.10737399

zbMATH Keywords

mean squared errorsmulticollinear dataordinary ridge regression estimatorsridge factors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Ridge regression for the functional concurrent model

Cites Work

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• Adaptive multivariate ridge regression
• On multivariate ridge regression
• Ridge regression:some simulations
• Testing equality of the means in two independent multivariatet distributions

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