scientific article; zbMATH DE number 3806769

zbMath0511.62084MaRDI QIDQ4749036

Publication date: 1981

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

bibliography engineering psychology economics overview biomedicine

Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items

Collinearity detection in linear regression models ⋮ Adaptive unified biased estimators of parameters in linear model ⋮ Computational Method for Jackknifed Generalized Ridge Tuning Parameter based on Generalized Maximum Entropy ⋮ Effects of correlated disturbances of some regression problems ⋮ Obtaining initial parameter estimates for nonlinear systems using multicriteria associative memories ⋮ Performance of some new preliminary test ridge regression estimators and their properties ⋮ Double bootstrap for shrinkage estimators ⋮ Leverages and Influential Observations in a Regression Model with Autocorrelated Errors ⋮ Comparisons among some estimators in misspecified linear models with multicollinearity ⋮ Dual‐ and triple‐mode matrix approximation and regression modelling ⋮ On the inadmssibelity of ridge estimator in a linear model ⋮ Predictability measures for ridge regression models ⋮ The approximate distribution function of the Stein-rule estimator ⋮ Predictive efficiency of improved estimators in restricted regression models ⋮ Robust estimation in restricted linear regression ⋮ Risk performance of some shrinkage estimators ⋮ Addressing the distributed lag models with heteroscedastic errors ⋮ On small sample properties of the almost unbiased generalized ridge estimator ⋮ Distribution of a generalized \(t\) ratio ⋮ A class of almost unbiased and efficient estimators of regression coefficients ⋮ Exact maximum likelihood regression estimation with \(\text{ARMA}(n,n-1)\) errors ⋮ Efficiency of Mansson’s method: Some numerical findings about the role of biasing parameter in the estimation of distributed lag model ⋮ Efficiency of a Liu-type estimator in semiparametric regression models ⋮ A generalized class of shrinkage estimators in linear regression when disturbances are not normal ⋮ Large sample asymptotic properties of the double k-class estimators in linear regression models ⋮ Standardization of Variables and Collinearity Diagnostic in Ridge Regression ⋮ The Almon two parameter estimator for the distributed lag models ⋮ Compactness Hypothesis, Potential Functions, and Rectifying Linear Space in Machine Learning ⋮ Restricted estimation of distributed lag model from a Bayesian point of view ⋮ A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators ⋮ A modified generalized mixed regression estimator when disturbances are nonnormal ⋮ On the asymptotic bias and mean squared error of an improved estimator for coefficients in linear regression ⋮ The positive-part Stein-rule estimator and tests of linear hypotheses ⋮ A general structure for the unbiased estimate of the parameter's estimable function in linear regression ⋮ A new parameter estimation technique using prior information of parameters in nonlinear model with multicollinear data ⋮ New Bayesian approach to the estimation in simultaneous equations model ⋮ Recent results in ridge regression methods ⋮ A note on ridge regression ⋮ Inequality constrained ridge regression estimator ⋮ A note on adaptive generalized ridge regression estimator ⋮ A synthesis of stein-rule and mixed regression procedures inlinear regression models under non-normality ⋮ Investigating the two parameter analysis of Lipovetsky for simultaneous systems ⋮ Optimization methods for regularization-based ill-posed problems: a survey and a multi-objective framework ⋮ Ridge estimator with correlated errors and two-stage ridge estimator under inequality restrictions ⋮ On necessary and sufficient condition for superiority of ridge estimator over least squares estimator ⋮ Some conditions for optimality of the almost unbiased estimators of regression coefficients ⋮ Stein-rule estimation in models with a lagged-dependemt variable ⋮ On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification ⋮ Mixed estimation of old‐age mortality ⋮ Principal components regression estimator and a test for the restrictions ⋮ Combining the unrestricted estimators into a single estimator and a simulation study on the unrestricted estimators ⋮ Multicollinearity in simultaneous equations system: evaluation of estimation performance of two-parameter estimator ⋮ Superiority comparisons of heterogeneous linear estimators ⋮ All admissible linear estimators of a regression coefficient under a balanced loss function ⋮ The sampling distribution of shrinkage estimators and their F-ratios in the regression model ⋮ On the admissibility of restricted least squares estimators ⋮ Choosing Ridge Parameter for Regression Problems ⋮ A comparison of biased regression estimators using a pitman nearness criterion ⋮ The relative performances of improved ridge estimators and an empirical bayes estimator: some monte carlo results ⋮ Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence ⋮ Admissibility for linear estimators of regression coefficient in a general Gauss-Markoff model under balanced loss function ⋮ Improved estimation under collinearity and squared error loss ⋮ A new look at Akaike's Bayesian information criterion for inverse ill-posed problems ⋮ Multiobjective regression modification for collinearity ⋮ Mixed linear regression with equi-cross-correlated errors. ⋮ The optimal extended balanced loss function estimators ⋮ Bayes pre-test estimation for the change point of the changing one parameter exponential family ⋮ Two-stage Liu estimator in a simultaneous equations model ⋮ Testing for Inequality Constraints in Singular Models by Trimming or Winsorizing the Variance Matrix ⋮ Asymptotic Aspects of Ordinary Ridge Regression ⋮ A stochastic restricted ridge regression estimator ⋮ Impacts of equi-correlated responses on multicollinearity ⋮ A new estimator combining the ridge regression and the restricted least squares methods of estimation ⋮ Ridge regression in two-parameter solution ⋮ A Jackknifed Ridge M-estimator for regression model with multicollinearity and outliers ⋮ Ill-conditioning and multicollinearity ⋮ On generalized ridge regression estimators under collinearity and balanced loss ⋮ A monte carlo study of collinearity in linear simultaneous equation models^∗ ⋮ Ridge regression versus ols by pitman's closeness under quadratic and fisher's loss ⋮ Restricted minimum bias linear estimation in regression ⋮ Identification of arma models with non-gaussian innovations ⋮ A semiparametric generalized ridge estimator and link with model averaging ⋮ Comment on “A Note on Collinearity Diagnostics and Centering” by Velilla (2018) ⋮ A feasible minimum risk estimator interpretation to Stein-rule estimators in linear regression model